Nonstationarity-extended local Whittle estimation

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Publication:289222

DOI10.1016/j.jeconom.2007.01.020zbMath1418.62297OpenAlexW3121966990WikidataQ105583665 ScholiaQ105583665MaRDI QIDQ289222

Walter Distaso, Liudas Giraitis, Karim M. Abadir

Publication date: 27 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.020




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