Likelihood analysis of the I(2) model
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Original language | English |
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Title of host publication | Recent Developments in Time Series, Vol I |
Editors | Paul Newbold, Stephen Leyborne |
Publisher | Edward Elgar Publishing |
Publication date | 2003 |
Pages | 243-272 |
ISBN (Print) | 1-84064-951-8 |
Publication status | Published - 2003 |
ID: 64890