Adapting to unknown disturbance autocorrelation in regression with long memory /
Hidalgo, Javier.
Robinson, P. M.
Suntory and Toyota International Centres for Economics and Related Disciplines.
London : Suntory Centre, Suntory and Toyota International Centres for Economics and Related Disciplines,
2001.
Includes bibliographical references.
Autocorrelation (Statistics)
Nonparametric statistics.
Time-series analysis.
Cointegration.
Least squares.
Economics, Mathematical.