On the Asymptotic Behavior of Least-Squares Estimators in...

Econometric Theory 1991 / 9 Vol. 7; Iss. 3

On the Asymptotic Behavior of Least-Squares Estimators in AR Time Series with Roots Near the Unit Circle

Jeganathan, P.
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Volume:
7
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466600004485
Date:
September, 1991
File:
PDF, 1.24 MB
english, 1991
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