Autocovariance functions of series and of their transforms
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 124 (2005)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/jeconom
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- Christian Gourieroux & Joann Jasiak, 1999.
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2000_1, York University, Department of Economics.
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- Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
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