UNIT ROOTS IN WHITE NOISE (Q2890701)

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Language	Label	Description	Also known as
English	UNIT ROOTS IN WHITE NOISE	scientific article

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scholarly article

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UNIT ROOTS IN WHITE NOISE (English)

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zbMATH Open document ID

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10.1017/S0266466611000636

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Harald F. Uhlig

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Econometric Theory

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publication date

11 June 2012

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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The large sample distribution of the roots of the second order autoregressive polynomial

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Testing Models of Low-Frequency Variability

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The zeros of random polynomials cluster uniformly near the unit circle

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Prediction of multivariate time series by autoregressive model fitting

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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model

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Dynamics of Model Overfitting Measured in terms of Autoregressive Roots

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On the distribution of roots of polynomials

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Consistent autoregressive spectral estimates

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Asymptotic behavior of roots of random polynomial equations

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Error Correction and Long-Run Equilibrium in Continuous Time

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full work available at URL

https://doi.org/10.1017/s0266466611000636

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mardi Publication:2890701

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