Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
By: Jean-Marie Dufour and Olivier Torrès.
Contributors: Torrès, Olivier.
Series: Discussion paper / University of Bristol, Department of Economics -- no.99/468; Discussion paper (University of Bristol, Department  of Economics) -- no.99/468.
Publisher: University of Bristol, Department of Economics
Published: 1999
Place of publication: Bristol
Language: eng