Asymptotic inference for nearly unstable AR(p) processes

Econometric Theory

Volumn 15, Issue 2, 1999, Pages 184-217

  Van Der Meer, Tjacco ^a   Pap, Gyula ^b   Van Zuijlen, Martien C A ^a  

^a RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

^b UNIVERSITY OF DEBRECEN   (Hungary)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033468332     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466699152034     Document Type: Article

References (20)

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