Higher order approximations for Wald statistics in time series regressions with integrated processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 108.2002, 1, p. 157-198
|
| Publisher: |
Elsevier |