TY - JOUR
T1 - Issues in the estimation of mis-specified models of fractionally integrated processes
JO - Journal of Econometrics
UR - http://eprints.whiterose.ac.uk/155883/
PY - 2020/04/01
AU - Martin GM
AU - Nadarajah K
AU - Poskitt DS
ED -
DO - DOI: 10.1016/j.jeconom.2019.09.007
PB - Elsevier BV
VL - 215
IS - 2
SP - 559
EP - 573
Y2 - 2025/05/23
ER -