ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
Year of publication: |
2003
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Authors: | Wang, Qiying ; Lin, Yan-Xia ; Gulati, Chandra M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 1, p. 143-164
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