Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
| Year of publication: |
2000
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Torres, Olivier |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 99.2000, 2, p. 255-289
|
| Publisher: |
Elsevier |