Efficient estimation of nonstationary time series regression
Robinson, Peter; and Harvey, A C
(1988)
Efficient estimation of nonstationary time series regression.
Journal of Time Series Analysis, 9.
pp. 201-214.
ISSN 0143-9782
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1299 |