HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
Year of publication: |
2009
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Authors: | Cavaliere, Giuseppe ; Taylor, A.M.Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 5, p. 1228-1276
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