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• W2117460584 abstract "This paper gives new conditions for the functional central limit theorem, and weak convergence of stochastic integrals, for near-epoch-dependent functions of mixing processes. These results have fundamental applications in the theory of unit root testing and cointegrating regressions. The conditions given improve on existing results in the literature in terms of the amount of dependence and heterogeneity permitted, and in particular, these appear to be the first such theorems in which virtually the same assumptions are sufficient for both modes of convergence." @default.
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• W2117460584 date "2000-10-01" @default.
• W2117460584 modified "2023-10-11" @default.
• W2117460584 title "THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I" @default.
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• W2117460584 doi "https://doi.org/10.1017/s0266466600165016" @default.
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