BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP

Publisher： Cambridge University Press

E-ISSN： 1469-4360|33|3|578-609

ISSN： 0266-4666

Source： Econometric Theory, Vol.33, Iss.3, 2016-03, pp. : 578-609

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