Department of Economics and Business Economics

Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Giuseppe Cavaliere, University of Bologna, Italy
  • Morten Ørregaard Nielsen
  • A.M. Robert Taylor, Essex Business School, United Kingdom
Original languageEnglish
JournalJournal of Econometrics
Volume198
Issue1
Pages (from-to)165-188
ISSN0304-4076
DOIs
Publication statusPublished - 2017

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