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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
Divisions: LSE
Date Deposited: 27 Apr 2007
Last Modified: 11 Dec 2024 22:34
URI: http://eprints.lse.ac.uk/id/eprint/1072

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