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Wednesday, April 15, 2020 | History

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

multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models

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Published by Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science in London .
Written in English


Edition Notes

Statementby James Davidson.
SeriesEconometrics discussion paper -- EM/93/262
ContributionsSuntory-Toyota International Centre for Economics and Related Disciplines.
ID Numbers
Open LibraryOL19639056M


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multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models by James E. H. Davidson Download PDF EPUB FB2