The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors

Pierre Perron

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

Keywords: unit roots; economic models (search for similar items in EconPapers)
Pages: 16 pages
Date: 1994
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Related works:
Journal Article: The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (1996)
Working Paper: The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9424

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