The modified conditional sum-of-squares estimator for fractionally integrated models

Journal of Econometrics 2026 Open access

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Authors: Mustafa R. Kılınç, Michael Massmann

DOI: 10.1016/j.jeconom.2026.106232

Cited by: 0

References: 66

Fields of Study & Subjects

Control Systems and Identification Fault Detection and Control Systems Advanced Statistical Methods and Models

References 66