Gaussian Inference in AR(1) Time Series with or without a Unit Root
Year of publication: |
2006-01
|
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Authors: | Phillips, Peter C. B. ; Han, Chirok |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Autoregression | Differencing | Gaussian limit | Mildly explosive processes | Uniformity | Unit root |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1243 Published in Econometric Theory (June 2008), 24(3): 631-650 The price is None Number 1546 16 pages |
Classification: | C22 - Time-Series Models |
Source: |
-
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