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Asymptotic distributions of the least-squares estimators and test statistics in the near unit root model with non-zero initial value and local drift and trend
Nabeya, Seiji
- In:
Econometric theory
10
(
1994
)
5
,
pp. 937-966
Persistent link: https://www.econbiz.de/10001175048
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Continuous record asymptotics in systems of stochastic differential equations
Sørensen, Bent E.
- In:
Econometric theory
8
(
1992
)
1
,
pp. 28-51
Persistent link: https://www.econbiz.de/10001126811
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