The role of Skorokhod space in the development of the econometric analysis of time series
Year of publication: |
2008-10-01
|
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Authors: | CRORIE, Mc ; Roderick, J. |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | Skorokhod space | functional central limit theorems | non-stationary time series | unit roots and co-integration | Wiener functionals | econometrics |
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