MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
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Publication:2716476
DOI10.1017/S0266466600166046zbMath0967.62061OpenAlexW2116859811MaRDI QIDQ2716476
Publication date: 2 September 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600166046
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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