Some limit theory for autocovariances whose order depends on sample size
Year of publication: |
2003
|
---|---|
Authors: | Harris, David ; McCabe, Brendan Peter Martin ; Leybourne, Stephen James |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 5, p. 829-864
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Korrelation | Correlation |
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