The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors.
Year of publication: |
1994
|
---|---|
Authors: | Perron, P. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | unit roots | economic models |
-
Inference for Unit Roots in Dynamic Panels.
Harris, R., (1996)
-
Testing Common Deterministic Seasonality, with an Application to Industrial Production.
Franses, Ph.H.B.F., (1999)
-
Long-Run PPP May Not Hold After All.
Engel, C., (1996)
- More ...
-
Perron, P., (1994)
-
Moon, H.R., (2000)
-
The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P., (1994)
- More ...