Efficiency Gains from Quasi-Differencing under Nonstationarity release_rev_4a23387c-25ea-453e-a1dd-38ffa66f0590

by Peter C. B. Phillips, Chin Chin Lee

Published in Athens Conference on Applied Probability and Time Series Analysis by Springer New York.

1996   p300-314

Type  chapter
Stage   published
Year   1996
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