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A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes

✍ Scribed by Martin Flodén

Book ID: 116421903
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 361 KB
Volume: 99
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2007.09.040

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