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Title: Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend
Authors: SHIMOTSU, Katsumi
Issue Date: Apr-2010
Publisher: Cambridge University Press
Citation: Econometric Theory
Volume: 26
Issue: 2
Start Page: 501
End Page: 540
DOI: 10.1017/S0266466609100075
Language: eng
Text Version: publisher
Rights: Copyright © Cambridge University Press 2009
Appears in Collections:010a Journal Articles = 雑誌掲載論文

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