The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166)
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scientific article
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| English | The limiting distribution of the least‐squares estimator in nearly integrated seasonal models |
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The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (English)
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17 January 1993
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least-squares estimator
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autoregressive parameter
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nearly integrated seasonal model
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closed-form expression
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limiting joint moment generating function
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percentage points
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asymptotic distribution
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numerical integration
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stochastic asymptotic expansion
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finite-sample distribution
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0.8917945
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0.8851993
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0.8784325
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0.87535894
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0.87531346
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