Distribution of the least squares estimator in a first-order autoregressive model

Econometric Reviews

Volumn 21, Issue 1, 2002, Pages 89-119

  Ali, Mukhtar M ^a  

^a UNIVERSITY OF KENTUCKY   (United States)

Author keywords

Asymptotic expansion; JEL Classification: C13, C22; Saddlepoint approximation; Unit root

Indexed keywords

EID: 33845920405     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120008725     Document Type: Article

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