Finite Sample Improvements in Statistical Inference with I(1) Processes
| Year of publication: |
2001
|
|---|---|
| Authors: | Marinucci, D. ; Robinson, P.M. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 16.2001, 3, p. 431-444
|