Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend
HANDLE
Open Access
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- SHIMOTSU, Katsumi
- Hitotsubashi University
Search this article
Journal
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- Econometric Theory
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Econometric Theory 26 (2), 501-540, 2010-04
Cambridge University Press
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Details 詳細情報について
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- CRID
- 1050006065595039488
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- NII Article ID
- 120004205501
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- NII Book ID
- AA10444800
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- ISSN
- 02664666
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- HANDLE
- 10086/22990
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- Text Lang
- en
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- Article Type
- journal article
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- Data Source
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- IRDB
- CiNii Articles
- KAKEN