Comparing the Bias and Misspecification in ARFIMA Models

Jeremy Smith, Nick Taylor and Sanjay Yadav

No 268691, Economic Research Papers from University of Warwick - Department of Economics

Keywords: Agricultural and Food Policy; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 38
Date: 1995-08-08
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Related works:
Journal Article: Comparing the bias and misspecification in ARFIMA models (1997)
Working Paper: Comparing the Bias and Misspecification in Arfima Models (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwarer:268691

DOI: 10.22004/ag.econ.268691

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