On the Exact Moments of Non-Standard Asymptotid Distributions in Non-Stationary Autoregressions with Dependent Errors.
Year of publication: |
1995
|
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Authors: | Gonzalo, J. ; Pitarakis, J.Y. |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | ECONOMETRICS |
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