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Items where Author is "Henry, Marc"

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Monograph

Robinson, Peter and Henry, Marc (2002) Higher-order kernel semiparametric M-estimation of long memory. Econometrics; EM/2002/436 (EM/02/436). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Henry, Marc (1998) Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. Econometrics; EM/1998/357 (EM/98/357). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

This list was generated on Sun May 9 16:53:30 2021 BST.