Re: [Gretl-users] local whittle estimator
On Tue, 23 Mar 2010, Sven Schreiber wrote:
I would like to know on which precise formula/reference the
"local
whittle estimator" (which is printed after the 'pergm' command) is
based. And/or in which source file do I find the relevant code?
I can't give the reference offhand -- I guess Jack may be able to
-- but the code is in lib/src/describe.c: see the block of
functions named LWE_*.
Allin