Robust inference in nonstationary time series models
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Publication:527996
DOI10.1016/j.jeconom.2012.01.027zbMath1443.62293OpenAlexW2066549056MaRDI QIDQ527996
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000371
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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