Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors

S. Nabeya and Pierre Perron

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: econometrics (search for similar items in EconPapers)
Pages: 38 pages
Date: 1994
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Working Paper: Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9420

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