The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes

Simone Deborah Grose, Don S Poskitt

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of ESAM 2006: Australasian Meeting of the Econometric Society
EditorsPeter Bardsley, Mardi Dungey
Place of Publicationhttp://esam06.anu.edu.au
PublisherThe Econometric Society
Pages1 - 34
Number of pages34
Publication statusPublished - 2006
EventAustralasian Meeting of the Econometric Society - Alice Springs NT Australia, http://esam06.anu.edu.au
Duration: 1 Jan 2006 → …

Conference

ConferenceAustralasian Meeting of the Econometric Society
Cityhttp://esam06.anu.edu.au
Period1/01/06 → …

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