Higher order approximations for Wald statistics in time series regressions with integrated processes.
type: Item
instance of: scholarly article
title: Higher order approximations for Wald statistics in time series regressions with integrated processes.
zbMATH Open document ID: 1043.62010
DOI: 10.1016/S0304-4076(01)00134-8
author: Zhijie Xiao
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1891704
zbMATH Keywords: Bandwidth selection
zbMATH Keywords: Higher order approximation
zbMATH Keywords: Moment expansion
zbMATH Keywords: Spectral regression
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00134-8
OpenAlex ID: W2121602689
description: scientific article; zbMATH DE number 1891704