A Generalized Method of Moments Estimator for Long-Memory Processes

M.A. Tieslau, Peter Schmidt and Richard Baillie

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: econometrics; time series (search for similar items in EconPapers)
Pages: 19 pages
Date: 1992
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Working Paper: A Generalized Method of Moments Estimator for Long-Memory Processes (1992)
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