Descriptive econometrics for non-station
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Professor Peter C. B. Phillips
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Article
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2001
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John Wiley and Sons
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English
β 238 KB
## Abstract Recent work by the author on methods of spatial density analysis for time series data with stochastic trends is reviewed. The methods are extended to include processes with deterministic trends, formulae for the mean spatial density are given, and the limits of sample moments of nonβsta