Estimation for Autoregressive Time Series with a Root near...

Estimation for Autoregressive Time Series with a Root near 1

Anindya Roy and Wayne A. Fuller
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Volume:
19
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392283
Date:
October, 2001
File:
PDF, 512 KB
english, 2001
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