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Higher-order kernel semiparametric M-estimation of long memory

Robinson, Peter and Henry, M (2003) Higher-order kernel semiparametric M-estimation of long memory. Journal of Econometrics, 114 (1). pp. 1-27. ISSN 0304-4076

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Item Type: Article
Sets: Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1072/

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