The Asymptotic Distributions of Some Test Statistics in Near-Integrated AR Processes
Year of publication: |
1995
|
---|---|
Authors: | Larsson, Rolf |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 2, p. 306-330
|
Saved in:
Saved in favorites
Similar items by person
-
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
Jacobson, Tor, (2002)
-
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Villani, Mattias, (2004)
-
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher, (1994)
- More ...