Local asymptotic distribution related to the AR(1) model with dependent errors
| Year of publication: |
1994
|
|---|---|
| Authors: | Nabeya, Seiji ; Perron, Pierre |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 62.1994, 2, p. 229-264
|
| Publisher: |
Elsevier |