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Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates

Heravi, S. and Patterson, K. (2005) Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates. The Manchester School, 73 (2). pp. 165-213. ISSN 1467-9957

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To link to this item DOI: 10.1111/j.1467-9957.2005.00441.x


Item Type:Article
Refereed:Yes
Divisions:Faculty of Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
ID Code:21243
Publisher:Blackwell

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