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 University Press. - Vol. 19.2003, 05, p. 829-864
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |