SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (Q4561984): Difference between revisions

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+Heteroskedastic cointegration
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+Normal rank
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+Stochastic cointegration: estimation and inference.
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+A CENTRAL LIMIT THEOREM FOR <i>m</i>(<i>n</i>) AUTOCOVARIANCES
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Q4039873
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+Asymptotics for linear processes
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+Normal rank
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+Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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