The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors

Pierre Perron

Journal of Econometrics, 1996, vol. 70, issue 2, 317-350

Date: 1996
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Citations: View citations in EconPapers (8)

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Related works:
Working Paper: The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors (1994)
Working Paper: The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:70:y:1996:i:2:p:317-350

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