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

Pierre Perron ()

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

Keywords: UNIT ROOTS; ECONOMIC MODELS (search for similar items in EconPapers)
Date: Written 1994

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http://hdl.handle.net/1866/2055 (application/pdf)

Related works:
Working Paper: The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors (1994)
Journal Article: The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (1996)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9424

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