Asymptotic approximations in the near-integrated model with a non-zero initial condition
Year of publication: |
2001
|
---|---|
Authors: | PERRON, PIERRE ; VODOUNOU, COSME |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 4.2001, 1, p. 42-42
|
Publisher: |
Royal Economic Society - RES |
Subject: | Edgeworth expansion | Continuous-time asymptotics | Stochastic expansion | Dis-tribution function | Autoregressive model |
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