Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors
S. Nabeya and
Pierre Perron
Working Papers from Princeton, Department of Economics - Econometric Research Program
Keywords: economic models; econometrics (search for similar items in EconPapers)
Pages: 19 pages
Date: 1991
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Journal Article: Local asymptotic distribution related to the AR(1) model with dependent errors (1994) 
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Persistent link: https://EconPapers.repec.org/RePEc:fth:prinem:362
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