How to estimate autoregressive roots near unity
Year of publication: |
2001
|
---|---|
Authors: | Phillips, Peter C. B. ; Moon, Hyungsik Roger ; Xiao, Zhijie |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 1, p. 29-69
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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