ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705): Difference between revisions

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+The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
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+Trend stationarity in the \(I(2)\) cointegration model.
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+LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
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+Q3415188
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+Time-Series Analysis of the German Hyperinflation
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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+The empirical process of autoregressive residuals
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+Likelihood Analysis of the <i>I</i>(2) Model
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Statistical analysis of cointegration vectors
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Correlograms for Non-Stationary Autoregressions
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+STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL  VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
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