UNIT ROOTS IN WHITE NOISE
From MaRDI portal
Publication:2890701
DOI10.1017/S0266466611000636zbMath1239.62108OpenAlexW3021660924MaRDI QIDQ2890701
Harald F. Uhlig, Alexei Onatski
Publication date: 11 June 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466611000636
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
A multicointegration model of global climate change ⋮ SECOND ORDER EXPANSION OF THE T-STATISTIC IN AR(1) MODELS
Cites Work
- Unnamed Item
- Prediction of multivariate time series by autoregressive model fitting
- Consistent autoregressive spectral estimates
- On the distribution of roots of polynomials
- Dynamics of Model Overfitting Measured in terms of Autoregressive Roots
- The zeros of random polynomials cluster uniformly near the unit circle
- Testing Models of Low-Frequency Variability
- The large sample distribution of the roots of the second order autoregressive polynomial
- Asymptotic behavior of roots of random polynomial equations
- The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
- Error Correction and Long-Run Equilibrium in Continuous Time
This page was built for publication: UNIT ROOTS IN WHITE NOISE
