ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
| Year of publication: |
2003
|
|---|---|
| Authors: | Wang, Qiying ; Lin, Yan-Xia ; Gulati, Chandra M. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 01, p. 143-164
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |