Minimum distance estimation of nonstationary time series models

Econometric Theory

Volumn 18, Issue 6, 2002, Pages 1385-1407

  Moon, Hyungsik Roger ^a   Schorfheide, Frank ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036027155     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466602186063     Document Type: Article

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