Archivo Abierto Institucional de la Universidad Carlos III de Madrid: Whittle Pseudo-Maximum Likelihood Estimates of Non-Stationary Time Series

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Archivo Abierto Institucional de la Universidad Carlos III de Madrid > Investigación > Departamentos > Departamento de Economía > DE - Capítulos de Monografías >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10016/4528

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Title:	Whittle Pseudo-Maximum Likelihood Estimates of Non-Stationary Time Series
Author(s):	Velasco, Carlos [cavelas]
Publisher:	Edward Elgar
Issued date:	2003
Citation:	Recent Developments in Time Series, (eds.); Newbold, P.; Leybourne, S.J. Nottingham: Edward Elgar Publishing. 2003, vol. I, p. 576-590
URI:	http://hdl.handle.net/10016/4528
ISBN:	1840649518
Review:	PeerReviewed
Appears in Collections:	DE - Capítulos de Monografías Economists Online

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