Journal article

Some limit theory for autocovariances whose order depends on sample size

D Harris, B McCabe, S Leybourne

ECONOMETRIC THEORY | CAMBRIDGE UNIV PRESS | Published : 2003

DOI: 10.1017/S0266466603195060

University of Melbourne Researchers

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Keywords

Mathematics
Statistics & Probability
Convergence
Business & Economics
Social Sciences
Mathematical Methods in Social Sciences
Science & Technology
Mathematics, Interdisciplinary Applications
Social Sciences, Mathematical Methods
Economics
Stochastic Integrals
Physical Sciences
Cointegration
Unit-Root
Econometrics