The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation
Year of publication: |
1998
|
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Authors: | PERRON, Pierre ; MALLET, Sylvie |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | Wiener ocess | Brownian bridge | distribution function | serial correlation | asymotic aroximation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 14 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C20 - Econometric Methods: Single Equation Models. General ; C21 - Cross-Sectional Models; Spatial Models |
Source: |
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