2 edition of multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models found in the catalog.
multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models
James E. H. Davidson
1993 by Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science in London .
Written in English
|Statement||by James Davidson.|
|Series||Econometrics discussion paper -- EM/93/262|
|Contributions||Suntory-Toyota International Centre for Economics and Related Disciplines.|
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