Further results on the asymptotics for nonlinear transformations of integrated time series
Year of publication: |
2005
|
---|---|
Authors: | Jong, Robert M. de ; Wang, Chien-ho |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 2, p. 413-430
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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