Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors

S. Nabeya and Pierre Perron ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: ECONOMETRICS (search for similar items in EconPapers)
Date: Written 1994

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Related works:
Working Paper: Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors (1994)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9420

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