Weak Identification of Long Memory with Implications for Inference
Year of publication: |
2022
|
---|---|
Authors: | Li, Jia ; Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4140818 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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