The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
| Year of publication: |
1996
|
|---|---|
| Authors: | Perron, Pierre |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 70.1996, 2, p. 317-350
|