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Semiparametric inference in seasonal and cyclical long memory processes

Arteche, Josu and Robinson, Peter M. (1998) Semiparametric inference in seasonal and cyclical long memory processes. Econometrics; EM/1998/359 (EM/98/359). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 1998 the authors
Divisions: Economics
STICERD
Subjects: H Social Sciences > HB Economic Theory
JEL classification: C - Mathematical and Quantitative Methods > C3 - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors > C32 - Time-Series Models
Date Deposited: 27 Apr 2007
Last Modified: 11 Dec 2024 18:24
URI: http://eprints.lse.ac.uk/id/eprint/2203

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