Publications

Type of Publication: Article in Journal

Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances

Author(s):
Demetrescu, M.; Hanck, C.
Title of Journal:
Econometric Reviews
Volume (Publication Date):
35 (2016)
Number of Issue:
5
pages:
751-781
Digital Object Identifier (DOI):
doi:10.1080/07474938.2014.976525
Citation:
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