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Empirical Limits for Time Series Econometric Models

✍ Scribed by Werner Ploberger; Peter C. B. Phillips


Book ID
108556208
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
388 KB
Volume
71
Category
Article
ISSN
0012-9682

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πŸ“œ SIMILAR VOLUMES


Descriptive econometrics for non-station
✍ Professor Peter C. B. Phillips πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 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 non‐sta