Adaptive inference in heteroskedastic fractional time series models
2018
Files
Details
Title
Adaptive inference in heteroskedastic fractional time series models
Keywords
Subject(s)
Issue Date
2018-05
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.274716
Record Identifier
https://ageconsearch.umn.edu/record/274716
Language
English
Total Pages
47
JEL Codes
C12
C13
C22
C13
C22
Series Statement
Working Paper No. 1390