On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors

Jesus Gonzalo and Jean-Yves Pitarakis

No 1995034, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1995
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Related works:
Working Paper: On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors (1995)
Working Paper: On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors (1995)
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