On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors.
| Year of publication: |
1995
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|---|---|
| Authors: | Gonzalo, J. ; Pitaris, J.Y. |
| Institutions: | Department of Economics, Boston University |
| Subject: | econometrics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005780033