Empirical Limits for Time Series Econometric Models

DOI10.1111/1468-0262.00419zbMath1142.91719OpenAlexW2167166239MaRDI QIDQ5472964

Peter C. B. Phillips, Werner Ploberger

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d12/d1220.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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