The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|36|4|562-586

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.4, 2015-07, pp. : 562-586

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Abstract