Hello;

When Gretl gives us the periodogram, also appears the long memory parameter estimation using GPH and Whittle estimators. In Whittle Gretl tells us the size of ‘m’ and we can obtain easily the α (since m = T^α), but with GPH doesn´t. ¿What ‘α’ does the program use in GPH? ¿Is it possible change the value of ‘α’ using our own criterion?

Thanks

Javi

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Javier García Enríquez Txatxarramendi Ugartea z/g 48395 Sukarrieta (Bizkaia) Tel: 94 6029400 - Fax: 94 6870006 e-mail: jgenriquez@suk.azti.es www.azti.es ; www.tecnalia.info

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