A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes
Year of publication: |
1992
|
---|---|
Authors: | Davidson, James E. H. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 8.1992, 3, p. 313-329
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Davidson, James E. H., (2006)
-
Tests of Bias in Log-Periodogram Regression
Davidson, James E. H., (2005)
-
Davidson, James E. H., (1993)
- More ...