Update to Somersd
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- Roger Newson, 2001. "Update to somersd," Stata Technical Bulletin, StataCorp LP, vol. 10(61).
- Roger Newson, 2001. "Update to somersd," Stata Technical Bulletin, StataCorp LP, vol. 10(57).
References listed on IDEAS
- Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
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