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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.
;
Kim, Chang Sik
- In:
Econometric Theory
23
(
2007
)
06
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10005411798
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GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS
Hansen, Bruce E.
;
Park, Joon
- In:
Econometric Theory
30
(
2014
)
04
,
pp. 715-718
Persistent link: https://www.econbiz.de/10010800957
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