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The Limiting Distribution Of The Least Squares Estimator In Nearly Integrated Seasonal Models

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Author Info
PERRON, P.

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Abstract

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Publisher Info
Paper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 354.

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Length: 17 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:fth:prinem:354

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Related research
Keywords: econometrics ; estimator;

Cited by:
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  1. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO. [Downloadable!]
Statistics
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This page was last updated on 2009-12-16.


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