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for the working paper

Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case
Katsumi Shimotsu and Peter Phillips
Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University
Read abstract and download full text files (if available) at EconPapers

Access Statistics

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Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2025-01-04