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Asymptotics for Nonlinear Transformations of Integrated Time Series,”Econometric Theory

By Joon Y. Park, Peter C. B. Phillips, Ri Lqwhjudwhg Wlph Vhulhv, Mrrq Sdun, Glylvlrq Ri Hfrqrplfv, Shwhu F and E Skloolsv

Abstract

COWLES FOUNDATION DISCUSSION PAPER NO. 118

Year: 1999
OAI identifier: oai:CiteSeerX.psu:10.1.1.193.7903
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