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

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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 doi: 10.1111/j.1467-9957.2005.00441.x

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Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/21243
Identification Number/DOI	10.1111/j.1467-9957.2005.00441.x
Refereed	Yes
Divisions	Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
Publisher	Blackwell
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