Media type: E-Book Title: Bias correction of persistence measures in fractionally integrated models Contributor: Grose, Simone D. [VerfasserIn]; Martin, Gael M. [VerfasserIn]; Poskitt, Donald Stephen [VerfasserIn] imprint: Victoria: Monash University, Department of Econometrics and Business Statistics, September 2014 Published in: Monash University: Working paper ; 2014,1900 Issue: Revised 13, 29 Extent: 1 Online-Ressource (circa 42 Seiten); Illustrationen Language: English Keywords: Long memory ; ARFIMA ; sieve bootstrap ; bootstrap-based biascorrection ; sample autocorrelation function ; impulse response function ; Graue Literatur Origination: Footnote: Access State: Open Access