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Nonstationarity-extended local Whittle estimation

TitleNonstationarity-extended local Whittle estimation
Publication TypeJournal Article
Year of Publication2007
AuthorsAbadir K, Distaso W, Giraitis L
JournalJournal of Econometrics
Volume141
Start Page1353
Issue2
Pagination1353-1384
Date Published12/2007
URLhttp://ideas.repec.org/p/yor/yorken/05-16.html
DOI10.1016/j.jeconom.2007.01.020

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Edited 18 Jan 2013 - 14:03 by cac7

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