The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors

Journal of Econometrics

Volumn 70, Issue 2, 1996, Pages 317-350

  Perron, Pierre ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Autoregressive moving average models; Functional weak convergence; Near integrated model; Simulation experiment; Unit root process

Indexed keywords

EID: 0039564221     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01657-7     Document Type: Article

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