UNIT ROOTS IN WHITE NOISE
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Publication:2890701
DOI10.1017/S0266466611000636zbMath1239.62108MaRDI QIDQ2890701
Harald F. Uhlig, Alexei Onatski
Publication date: 11 June 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466611000636
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G30: Order statistics; empirical distribution functions
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