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%0 Journal Article
%1 Shimotsu2006
%A Shimotsu, Katsumi
%A Phillips, Peter C. B.
%D 2006
%J Journal of Econometrics
%K Whittle likelihood
%N 2
%P 209--233
%T Local Whittle estimation of fractional integration and some of its variants
%U http://www.sciencedirect.com/science/article/B6VC0-4FN76X0-3/2/b6bca13f7408bb97e3b4f9082f4c80db
%V 130
@article{Shimotsu2006,
added-at = {2008-04-21T22:02:42.000+0200},
author = {Shimotsu, Katsumi and Phillips, Peter C. B.},
biburl = {https://www.bibsonomy.org/bibtex/2d2d483fd2897aa63c3065418dcfa731c/smicha},
description = {Journal of Econometrics},
interhash = {e5100935b339bc00ce17968b4aefd735},
intrahash = {d2d483fd2897aa63c3065418dcfa731c},
journal = {Journal of Econometrics},
keywords = {Whittle likelihood},
month = Feb,
number = 2,
pages = {209--233},
timestamp = {2008-04-21T22:03:52.000+0200},
title = {Local Whittle estimation of fractional integration and some of its variants},
url = {http://www.sciencedirect.com/science/article/B6VC0-4FN76X0-3/2/b6bca13f7408bb97e3b4f9082f4c80db},
volume = 130,
year = 2006
}
