The ''devil's horns'' problem of inverting confluent characteristic functions

成果类型:
Article
署名作者:
Abadir, KM; Rockinger, M
署名单位:
University of York - UK; Hautes Etudes Commerciales (HEC) Paris
刊物名称:
ECONOMETRICA
ISSN/ISSBN:
0012-9682
DOI:
10.2307/2171886
发表日期:
1997
页码:
1221-1225
关键词:
Time-series regression unit-root tests LIMITING DISTRIBUTION ASYMPTOTIC THEORY statistics errors POWER MODEL
来源URL: