Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Jean-Marie Dufour () and Olivier Torres

Journal of Econometrics, 2000, vol. 99, issue 2, 255-289

Date: 2000
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Citations: View citations in EconPapers (9)

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Related works:
Working Paper: Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes (2000)
Working Paper: Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes (2000)
Working Paper: Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:99:y:2000:i:2:p:255-289

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