Determinants of Covariance Matrices of Differenced AR(1)...

Determinants of Covariance Matrices of Differenced AR(1) Processes

Chirok Han
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Volume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/4497834
Date:
December, 2007
File:
PDF, 634 KB
english, 2007
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