THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE
| Year of publication: |
2009
|
|---|---|
| Authors: | Bergstrom, A.R. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 25.2009, 04, p. 903-913
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |