A simple approach to the parametric estimation of potentially nonstationary diffusions
| Year of publication: |
2007
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|---|---|
| Authors: | Bandi, Federico M. ; Phillips, Peter C.B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 137.2007, 2, p. 354-395
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