Fathoming the theta method for a unit root process

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Bibliographic Details
Published in:IMA journal of management mathematics 2014-01, Vol.25 (1), p.105-124
Main Authors: Thomakos, D., Nikolopoulos, K.
Format: Article
Language:English
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ISSN:1471-678X
1471-6798
DOI:10.1093/imaman/dps030