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~isPartOf:"Time series analysis : in memory of E. J. Hannan"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Unit root test"
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Lee, Chin Chin
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Time series analysis : in memory of E. J. Hannan
Cowles Foundation discussion paper
38
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.
;
Lee, Chin Chin
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1996
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