Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
By: by P M Robinson and M Henry.
Contributors: Henry, M.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper / Suntory Centre -- EM/98/357; Econometrics discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/98/357.
Publisher: Suntory Centre
Published: 1998
Place of publication: London
Language: eng
Number of pages: 33
Subjects: Macroeconomics -- Econometric models.; Economics -- Statistical methods.
Notes: Bibliography: p24-27.