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The Variance of an Integrated Process Need Not Diverge to Infinity, and Related Results on Partial Sums of Stationary Processes
Hannes Leeb and Benedikt M. PötscherVolume:
17
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533176
Date:
August, 2001
File:
PDF, 1.39 MB
english, 2001