Finite sample improvements in statistical inference with I(1) processes
Marinucci, D; and Robinson, Peter
(2001)
Finite sample improvements in statistical inference with I(1) processes.
Journal of Applied Econometrics, 16 (3).
pp. 431-444.
ISSN 0883-7252
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1095 |