A simple approach to the parametric estimation of potentially nonstationary diffusions
Authors:
- Federico M. BandiFBFederico M. Bandi
- Peter C.B. PhillipsPPPeter C.B. Phillips
- 30 April 2007
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 137 (2) , 354-395
Abstract
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