Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration

Morten Orregaard Nielsen and Per Frederiksen

No 273667, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial Economics; Labor and Human Capital (search for similar items in EconPapers)
Pages: 38
Date: 2005-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273667

DOI: 10.22004/ag.econ.273667

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