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The estimation of misspecified long memory models

Robinson, Peter M. (2013) The estimation of misspecified long memory models. Journal of Econometrics, 178 . pp. 225-230. ISSN 0304-4076

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Abstract

10.1016/j.jeconom.2013.08.023

Item Type: Article
Official URL: http://www.journals.elsevier.com/journal-of-econom...
Additional Information: © 2013 Elsevier
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Sets: Departments > Economics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Funders: Cátedra de Excelencia at Universidad Carlos III de Madrid, Spanish Nacional de I+d+I, Economic and Social Research Council
Projects: SEJ2007-62908/ECON, ES/J007242/1
Date Deposited: 21 Oct 2013 16:06
URL: http://eprints.lse.ac.uk/53692/

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