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

H.J. Bierens

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1990

Publication series

NameSerie Research Memoranda
No.1990-34

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