On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668): Difference between revisions

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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+On the Lambert \(w\) function
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+Q3278407
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+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
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+Uniform Limit Theory for Stationary Autoregression
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+Q3911791
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+Q2774021
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+Limiting power of unit-root tests in time-series regression
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+Asymptotic Efficiency of Nonparametric Tests
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Limit theory for moderate deviations from a unit root
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+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
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+The Order of Differencing in ARIMA Models
@@ Property / cites work: The Order of Differencing in ARIMA Models / rank @@
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+https://doi.org/10.1111/j.1368-423x.2007.00207.x
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+W1979369834
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