Asymptotic inference for a one-dimensional simultaneous autoregressive model (Q548172)
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English | Asymptotic inference for a one-dimensional simultaneous autoregressive model |
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Asymptotic inference for a one-dimensional simultaneous autoregressive model (English)
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28 June 2011
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asymptotically stationary model
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martingale central limit theorem
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unit roots
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least squares estimator
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