Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Work
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
Cites: 33
Cited by: 20
Related to: 10
FWCI: 4.017
Citation percentile (by year/subfield): 85.38
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green