A simple approach to the parametric estimation of potentially nonstationary diffusions

Federico M. Bandi and Peter C. B. Phillips ()

Journal of Econometrics, 2007, vol. 137, issue 2, pages 354-395

Date: 2007

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Working Paper: A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:2:p:354-395

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