Robust inference in nonstationary time series models

Xiao, Zhijie. “Robust inference in nonstationary time series models”, 2012. http://hdl.handle.net/2345/2683.

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Title: Robust inference in nonstationary time series models
Author: Xiao, Zhijie
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 2012
Version Identification: Post-print version of an article published in Journal of Econometrics 169(2): 211-223. doi:10.1016/j.jeconom.2012.01.027.
Persistent Link: http://hdl.handle.net/2345/2683
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