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

Jesus Gonzalo and J.Y. Pitaris

Working Papers from Boston University - Department of Economics

Keywords: econometrics (search for similar items in EconPapers)
Pages: 22 pages
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 dependent errors (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:bostec:35

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