Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372): Difference between revisions

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+The joint density of two functionals of Brownian motion
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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Maximum likelihood type estimation for nearly nonstationary autoregressive time series
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+Regression Theory for Near-Integrated Time Series
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+Q4015741
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+Q3703102
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