A note on the limiting distribution of sample autocorrelations in the presence of a unit root

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Original language	English
Place of Publication	Amsterdam
Publisher	Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration
Publication status	Published - 1990

Name	Serie Research Memoranda
No.	1990-34

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title = "A note on the limiting distribution of sample autocorrelations in the presence of a unit root",

author = "H.J. Bierens",

year = "1990",

language = "English",

series = "Serie Research Memoranda",

publisher = "Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration",

number = "1990-34",

type = "WorkingPaper",

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T1 - A note on the limiting distribution of sample autocorrelations in the presence of a unit root

AU - Bierens, H.J.

PY - 1990

Y1 - 1990

M3 - Working paper

T3 - Serie Research Memoranda

BT - A note on the limiting distribution of sample autocorrelations in the presence of a unit root

PB - Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration

CY - Amsterdam

ER -