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Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors |
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| Authors: | Seiji Nabeya Pierre Perron |
| Institution: | 1. Department of Economics , Tokyo International University , 1-13-1, Matobakita, Kawagoe, Saitama, 350, Japan;2. Département de Sciences Economiques , Université de Montreal , C.P. 6128, Succ. A, Montréal, H3C-3J7, Canada |
| Abstract: | |
| Keywords: | Asymptotic Approximations Characteristic Function Fredholm Determinant Near-Integrated Models Nearly Stationary Models |