THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS

Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: econometrics; estimator (search for similar items in EconPapers)
Pages: 17 pages
Date: 1990
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:prinem:354

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