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Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/18520

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Title: Estimating a change point in the long memory parameter
Authors: Yamaguchi, Keiko
Issue Date: May-2010
Publisher: Graduate School of Economics, Hitotsubashi University
Physical Description: 19 p.
Series/Report no.: Discussion papers ; No. 2010-07
Language: eng
Text Version: publisher
Appears in Collections:Discussion papers / Graduate School of Economics, Hitotsubashi University

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