The Adequacy Of Limiting Distributions In The Ar(1) Model With Dependent Errors
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
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;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
If references are entirely missing, you can add them using this form.