UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
| Year of publication: |
2009
|
|---|---|
| Authors: | Phillips, Peter C.B. ; Magdalinos, Tassos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 6, p. 1682-1715
|