The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820): Difference between revisions
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scientific article; zbMATH DE number 6452327
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English | The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending |
scientific article; zbMATH DE number 6452327 |
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The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (English)
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29 June 2015
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GLS detrending
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near-integrated model
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moment generating function
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characteristic function
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