ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

Econometric Theory 2014 / 02 Vol. 30; Iss. 1

ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

Abadir, Karim M., Distaso, Walter, Giraitis, Liudas, Koul, Hira L.
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Volume:
30
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466613000182
Date:
February, 2014
File:
PDF, 390 KB
english, 2014
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