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    Some limit theory for autocovariances whose order depends on sample size

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    Author
    Harris, D; McCabe, B; Leybourne, S
    Date
    2003-10-01
    Source Title
    ECONOMETRIC THEORY
    Publisher
    CAMBRIDGE UNIV PRESS
    University of Melbourne Author/s
    Harris, David
    Affiliation
    Economics & Commerce - Economics
    Metadata
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    Document Type
    Journal Article
    Citations
    Harris, D., McCabe, B. & Leybourne, S. (2003). Some limit theory for autocovariances whose order depends on sample size. ECONOMETRIC THEORY, 19 (5), pp.829-864. https://doi.org/10.1017/S0266466603195060.
    Access Status
    This item is currently not available from this repository
    URI
    http://hdl.handle.net/11343/27729
    DOI
    10.1017/S0266466603195060
    Description

    C1 - Refereed Journal Article

    Keywords
    Econometrics

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