UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
| Year of publication: |
2011
|
|---|---|
| Authors: | Han, Chirok ; Phillips, Peter C. B. ; Sul, Donggyu |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 6 (14.4.), p. 1117-1152
|