Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker, Politis, Dimitris N.Volume:
177
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.06.002
Date:
November, 2013
File:
PDF, 752 KB
english, 2013