Likelihood-based inference in trending time series with a root near unity

Xiao, Zhijie. “Likelihood-based inference in trending time series with a root near unity”. Econometric Theory, 2001. http://hdl.handle.net/2345/2484.

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Title: Likelihood-based inference in trending time series with a root near unity
Author: Xiao, Zhijie
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 2001
Host Title: Econometric Theory
Volume: 17
Number: 6
Pages: pp. 1082-1112
Version Identification: Version of record.
Persistent Link: http://hdl.handle.net/2345/2484
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