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Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates

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  • Ignacio N. Lobato

    (University of Iowa)

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  • Ignacio N. Lobato, 1997. "Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 273-296, May.
    • Handle: RePEc:iec:inveco:v:21:y:1997:i:2:p:273-296
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    Cited by:

    1. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    2. Brandon Whitcher, 2000. "Wavelet-Based Estimation Procedures For Seasonal Long-Memory Models," Computing in Economics and Finance 2000 148, Society for Computational Economics.

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