Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33 (4). pp. 1800-1842. ISSN 0090-5364
| Item Type: | Article |
|---|---|
| Official URL: | http://www.imstat.org/aos/ |
| Additional Information: | (c) 2001 Institute of Mathematical Statistics. |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C10 - General |
| Sets: | Departments > Economics |
| Date Deposited: | 27 Jun 2007 |
| URL: | http://eprints.lse.ac.uk/2494/ |
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