The multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models
By: by James Davidson.
Contributors: Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper -- EM/93/262
Publisher: Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science
Published: 1993
Place of publication: London
Language: eng