A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879)
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scientific article; zbMATH DE number 985242
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| English | A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence |
scientific article; zbMATH DE number 985242 |
Statements
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (English)
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28 February 1997
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Unit roots
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Local drift
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Brownian motion
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0.9290868
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0.87070143
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0.87011534
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0.86435926
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0.86239845
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