LIMITED TIME SERIES WITH A UNIT ROOT
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Publication:3375345
DOI10.1017/S0266466605050462zbMath1081.62062MaRDI 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
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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