Parametric Estimation under Long-Range Dependence

Liudas Giraitis and Peter M. Robinson

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Abstract: Parametric estimation is discussed in a variety of models exhibiting long-range dependence.

Keywords: Parametric estimation; long-range dependence. (search for similar items in EconPapers)
Date: 2001-05
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Persistent link: http://EconPapers.repec.org/RePEc:cep:stiecm:/2001/416

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