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Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes

James Davidson ()

Journal of Econometrics, 2002, vol. 106, issue 2, 243-269

Date: 2002
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Citations: View citations in EconPapers (39)

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

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