CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
| Year of publication: |
1999
|
|---|---|
| Authors: | So, Beong Soo ; Shin, Dong Wan |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 15.1999, 02, p. 165-176
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |