| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096336 | Journal of Econometrics | 2013 | 16 Pages |
Abstract
The weak convergence results and asymptotic representations proved in this article should interest a wider audience than that concerned with stationarity testing, as they extend to ranks analogous invariance principles widely used in unit-root econometrics.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Matteo M. Pelagatti, Pranab K. Sen,