Distribution theory for the studentized mean for long,...

Distribution theory for the studentized mean for long, short, and negative memory time series

McElroy, Tucker, Politis, Dimitris N.
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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
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