Pages that link to "Item:Q5487364"
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The following pages link to Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364):
Displayed 3 items.
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)