multivariate invariance principle for globally nonstationary proceses, with an application to 1(2) modls
By: by James Davidson.
Contributors: London School of Economics and Political Science.; Suntory-Toyota International Centre for Economicsand Related Disciplines.
Series: Econometrics : Discussion Paper Series -- EM/93/262
Publisher: STICERD and LSE
Published: 1993
Place of publication: London
Language: eng
Number of pages: 30