Inference in a nearly integrated autoregressive model with nonnormal innovations
| Year of publication: |
1997
|
|---|---|
| Authors: | Rothenberg, Thomas J. ; Stock, James H. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 80.1997, 2, p. 269-286
|
| Publisher: |
Elsevier |