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Asymptotic theory for regression models with fractional local to unity root errors

Crossref DOI link: https://doi.org/10.1007/s00184-021-00812-7

Published Online: 2021-03-11

Published Print: 2021-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

De Brabanter, Kris https://orcid.org/0000-0002-7697-1079
Sabzikar, Farzad
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Text and Data Mining valid from 2021-03-11

Version of Record valid from 2021-03-11
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Article History

Received: 23 March 2020

Accepted: 13 February 2021

First Online: 11 March 2021

Declarations

:

: The authors declare that they have no conflict of interest.