EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS
Year of publication: |
2013
|
---|---|
Authors: | Cavaliere, Giuseppe ; Georgiev, Iliyan |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 29.2013, 06, p. 1162-1195
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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