Moment Approximation for Unit Root Models with Nonnormal Errors
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- Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics-from A.L.Nagar to Now," Working Papers 202114, University of California at Riverside, Department of Economics, revised Oct 2021.
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Keywords
unit root; nonnormal; moment approximation.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-09-29 (Econometrics)
- NEP-ETS-2014-09-29 (Econometric Time Series)
- NEP-GER-2014-09-29 (German Papers)
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