Local asymptotic distribution related to the AR(1) model with dependent errors

Seiji Nabeya and Pierre Perron

Journal of Econometrics, 1994, vol. 62, issue 2, 229-264

Date: 1994
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Working Paper: Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:62:y:1994:i:2:p:229-264

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