EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
| Year of publication: |
2004
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 20.2004, 1, p. 116-146
|