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