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Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors

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  • Nabeya, S.
  • Perron, P.

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  • Nabeya, S. & Perron, P., 1994. "Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors," Cahiers de recherche 9420, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Handle: RePEc:mtl:montec:9420
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    Cited by:

    1. Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.

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    econometrics;

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