Asymptotic Inference for Nearly Unstable AR(p) Processes
Tjacco van der Meer, Gyula Pap and Martien C. A. van ZuijlenVolume:
15
Langue:
english
Journal:
Econometric Theory
DOI:
10.2307/3533039
Date:
April, 1999
Fichier:
PDF, 2.11 MB
english, 1999