SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
| Year of publication: |
2003
|
|---|---|
| Authors: | Harris, David ; Mccabe, Brendan ; Leybourne, Stephen |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 5, p. 829-864
|