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Items where Author is "Nielsen, Morten Ørregaard"

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Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, AM Robert (2017) 'Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form.' Journal of Econometrics, 198 (1). 165 - 188. ISSN 0304-4076

This list was generated on Tue Aug 11 02:47:51 2020 BST.