The Asymptotic Distributions of Some Test Statistics in Near-Integrated AR Processes
Year of publication: |
1995
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Authors: |
Larsson, Rolf
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Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 2, p. 306-330
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Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10007007263