LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Year of publication: |
2007
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Authors: | Phillips, Peter C.B. ; Kim, Chang Sik ; Bleistein, N. ; Handelsman, R.A. ; Chan, N.H. ; Terrin, N. ; Davidson, J. ; Davidson, J. ; Hashimzade, N. ; Erdélyi, A. ; Gradshteyn, I.S. ; Ryzhik, I.M. ; Hannan, E.J. ; Henry, M. ; Zaffaroni, P. ; Kim, C. ; Phillips, P.C.B. ; Lieberman, O. ; Phillips, P.C.B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1233-1247
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