Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept |
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Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (English)
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9 November 2021
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asymptotic distribution
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nonlinear least squares estimator
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non-stationary
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stochastic unit root
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