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Q4355989 - MaRDI portal

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scientific article; zbMATH DE number 1064655
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scientific article; zbMATH DE number 1064655

    Statements

    author
    P. Jeganathan
    0 references
    publication date
    27 January 1999
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    zbMATH Keywords
    locally asymptotically quadratic approximation
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    locally asymptotically mixed normal approximation
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    autoregression
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    unit roots
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    heavy tailed errors
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    cointegration
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    Identifiers

    zbMATH DE Number
    1064655
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