Nonstationarity-extended local Whittle estimation
Authors:
- Karim M. AbadirKAKarim M. Abadir
- Walter DistasoWDWalter Distaso
- Liudas GiraitisLGLiudas Giraitis
- 1 December 2007
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 141 (2) , 1353-1384
Abstract
No abstract availableThis publication has 16 references indexed in Scilit:
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