Browsing Titles index "Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition"
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(Université de Montréal. Département de sciences économiques., 1998)This paper considers various asymptotic approximations in the near-integrated firstorder autoregressive model with a non-zero initial condition. We first extend the work of Knight and Satchell (1993), who considered the random walk case with a zero ...