The multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models / by James Davidson.

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Bibliographic Details
Main Author: Davidson, James E. H.
Corporate Author: Suntory-Toyota International Centre for Economics and Related Disciplines
Format: Book
Language:English
Published: London : Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science, 1993.
Series:Econometrics discussion paper ; EM/93/262
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245 1 4 |a The multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models /  |c by James Davidson. 
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710 0 |a Suntory-Toyota International Centre for Economics and Related Disciplines. 
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