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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
Ling, Shiqing
;
Li, W.K.
- In:
Econometric theory
19
(
2003
)
4
,
pp. 541-564
Persistent link: https://www.econbiz.de/10006968113
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ARTICLES - Asymptotic Inference for Nonstationary Fractionally Integrated Autoregressive Moving-Average Models
Ling, Shiqing
;
Li, W.K.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 738-764
Persistent link: https://www.econbiz.de/10006978088
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