Work

Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Year: 2000

Type: article

Source: Journal of Econometrics

Authors: Jean-Marie Dufour, Olivier Torrès

Institutions: Center for Interuniversity Research and Analysis on Organizations, Université de Montréal, Université de Lille, Charles de Gaulle Université de Lille III

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2136656696

FWCI: 5.029

Cites: 34

Cited by: 20

Related to: 20