Semiparametric inference in seasonal and cyclical long memory processes

Josu Arteche and Peter M. Robinson

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Keywords: Semiparametric inference; long memory; seasonality (search for similar items in EconPapers)
JEL-codes: C32 (search for similar items in EconPapers)
Pages: 24 pages
Date: 1998-09
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Citations: View citations in EconPapers (49)

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http://eprints.lse.ac.uk/2203/ Open access version. (application/pdf)

Related works:
Journal Article: Semiparametric Inference in Seasonal and Cyclical Long Memory Processes (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:2203

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