Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2017) Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. Economics Letters. pp. 39-43. ISSN 0165-1765

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Copyright, Publisher and Additional Information: © 2016 Elsevier B.V.Allrightsreserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Keywords: Fractional integration,Large-m and fixed-m asymptotic theory,Long run variance estimation,Finance,Economics and Econometrics
Dates:
  • Published: January 2017
  • Accepted: 26 October 2016
  • Published (online): 17 November 2016
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 21 Nov 2016 16:02
Last Modified: 15 Nov 2020 00:10
Published Version: https://doi.org/10.1016/j.econlet.2016.10.014
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.econlet.2016.10.014
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