The Adequacy Of Limiting Distributions In The Ar(1) Model With Dependent Errors
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Bibliographic InfoPaper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 349.
Length: 35 pages
Date of creation: 1990
Date of revision:
economic models ; econometrics ; estimator;
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- Perron, Pierre, 1996.
"The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors,"
Journal of Econometrics,
Elsevier, vol. 70(2), pages 317-350, February.
- Perron, P., 1994. "The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors," Cahiers de recherche 9424, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Perron, P., 1994. "The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors," Cahiers de recherche 9424, Universite de Montreal, Departement de sciences economiques.
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