Some limit theory for autocovariances whose order depends on sample size
David Harris; Brendan McCabe; Stephen Leybourne
| Year of publication: |
2003
|
|---|---|
| Authors: | Harris, David ; McCabe, Brendan Peter Martin ; Leybourne, Stephen James |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 5, p. 829-864
|
| Subject: | Kointegration | Cointegration | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001802822