Asymptotic Expansions for Random Walks with Normal Errors
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- Bruce E. Hansen, 1999. "The Grid Bootstrap And The Autoregressive Model," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 594-607, November.
- GONZALO , Jesus & PITARAKIS , Jean-Yves, 1995.
"On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors,"
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1995034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 1995. "On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors," DES - Working Papers. Statistics and Econometrics. WS 4513, Universidad Carlos III de Madrid. Departamento de Estadística.
- Gonzalo, J. & Pitaris, J.Y., 1995. "On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors," Papers 35, Boston University - Department of Economics.
- Jensen, J. L. & Wood, Andrew T. A., 1997. "On the non-existence of a Bartlett correction for unit root tests," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 181-187, September.
- Pierre Perron & Cosme Vodounou, 2001.
"Asymptotic approximations in the near-integrated model with a non-zero initial condition,"
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- PERRON, Pierre & VODOUNOU, Cosme, 1998. "Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition," Cahiers de recherche 9815, Universite de Montreal, Departement de sciences economiques.
- Mukhtar Ali, 2002. "Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 89-119.
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