Nonstationarity-extended local Whittle estimation

Karim Abadir (), Walter Distaso and Liudas Giraitis

Journal of Econometrics, 2007, vol. 141, issue 2, pages 1353-1384

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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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