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

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Publication:1841189

DOI10.1016/S0304-4076(00)00026-9zbMath1075.62615OpenAlexW3023387016WikidataQ127898868 ScholiaQ127898868MaRDI QIDQ1841189

Jean-Marie Dufour, Olivier Torrès

Publication date: 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00026-9




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