Asymptotic inference for a one-dimensional simultaneous autoregressive model
Year of publication: |
2011
|
---|---|
Authors: | Baran, Sándor ; Pap, Gyula |
Published in: |
Metrika. - Springer. - Vol. 74.2011, 1, p. 55-66
|
Publisher: |
Springer |
Subject: | Simultaneous autoregressive models | Asymptotically stationary model | Martingale central limit theorem | Unit roots | Least squares estimator |
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