Model identification for infinite variance autoregressive processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Andrews, Beth ; Davis, Richard A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 2, p. 222-234
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