ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
Year of publication: |
2003
|
---|---|
Authors: | Wang, Qiying ; Lin, Yan-Xia ; Gulati, Chandra M. |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 01, p. 143-164
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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