The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors.


Autoria(s): Perron, P.
Data(s)

24/01/2008

24/01/2008

1994

Formato

1344765 bytes

application/pdf

Identificador

Perron, P., «The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors.», Cahier de recherche #9424, Département de sciences économiques, Université de Montréal, 1994, 16 pages.

http://hdl.handle.net/1866/2055

Relação

Cahier de recherche #9424

Palavras-Chave #UNIT ROOTS #ECONOMIC MODELS
Tipo

Article