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  - 2024/12/22

ER  -