On Estimation of a Regression Model with Long-Memory Stationary Errors
Work
Year: 1988
Type: article
Abstract: We consider estimation of a regression model with long-memory stationary errors. First, we estimate the regression parameters by the least-squares estimator (LSE) and, next, those describing the corre... more
Source: The Annals of Statistics
Author Yoshihiro Yajima
Cites: 21
Cited by: 156
Related to: 10
FWCI: 5.034
Citation percentile (by year/subfield): 98.92
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: bronze