A simple approach to the parametric estimation of potentially nonstationary diffusions
| Year of publication: |
2007
|
|---|---|
| Authors: | Bandi, Federico M. ; Phillips, Peter C.B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 137.2007, 2, p. 354-395
|
| Publisher: |
Elsevier |