Work

The estimation of misspecified long memory models

Year: 2013

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2013.08.023

Author: Peter M. Robinson

Institution: London School of Economics and Political Science

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Economic and Social Research Council

Award: Inference on Spatial-Temporal Econometric Models

OpenAlex ID: W2022178008

FWCI: 0.658

Cites: 21

Cited by: 4

Related to: 9