A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence |
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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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