News
Peter R. Hansen, Asger Lunde, ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR, Econometric Theory, Vol. 30, No. 1 (February 2014), pp. 60-93 ...
In this paper a single 'unified' method is presented, based on the computation of autocorrelation functions and a completely parametric representation of the various components in the flow model. This ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback