ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS
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Publication:4512739
DOI10.1017/S0266466699154057zbMath0985.62070OpenAlexW2101190872MaRDI QIDQ4512739
Publication date: 23 May 2002
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466699154057
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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