Cookies?
Library Header Image
LSE Research Online LSE Library Services

Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Econometrics; EM/2000/379 (EM/00/379). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

[img]
Preview
PDF
Download (284kB) | Preview
Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 2000 the authors
Divisions: Economics
STICERD
Subjects: H Social Sciences > HB Economic Theory
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation
Sets: Collections > Economists Online
Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 27 Apr 2007
Last Modified: 20 May 2020 01:40
URI: http://eprints.lse.ac.uk/id/eprint/2082

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics