Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
| Year of publication: |
2000
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Torrès, Olivier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 99.2000, 2, p. 255-290
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