LIMITED TIME SERIES WITH A UNIT ROOT
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Publication:3375345
DOI10.1017/S0266466605050462zbMath1081.62062OpenAlexW3121856778MaRDI QIDQ3375345
Publication date: 8 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466605050462
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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