A Generalized Method of Moments Estimator for Long-Memory Processes
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
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Working Paper: A Generalized Method of Moments Estimator for Long-Memory Processes (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:mistet:9100
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