Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060): Difference between revisions

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+https://doi.org/10.1016/0378-3758(89)90074-8
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+DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q4124141
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+Estimation of the parameters of stochastic difference equations
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+Estimation for autoregressive processes with unit roots
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+Q4355989
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+Testing the autoregressive parameter with the t statistic
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+Q5583535
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+Inference in Linear Time Series Models with some Unit Roots
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+Asymptotic properties of multivariate nonstationary processes with applications to autoregressions
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+Asymptotic Normality, When Regressors Have a Unit Root
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+Publication:1262060