Asymptotic inference for a one-dimensional simultaneous autoregressive model (Q548172)

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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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