Davidson, J. E. H. (1993). The multivariate invariance principle for globally nonstationary processes, with an application to 1(2) models / by James Davidson. Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science.
Chicago Style (17th ed.) CitationDavidson, James E. H. The Multivariate Invariance Principle for Globally Nonstationary Processes, with an Application to 1(2) Models / by James Davidson. London: Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science, 1993.
MLA (9th ed.) CitationDavidson, James E. H. The Multivariate Invariance Principle for Globally Nonstationary Processes, with an Application to 1(2) Models / by James Davidson. Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics and Political Science, 1993.