Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706)

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scientific article; zbMATH DE number 5642292
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Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
scientific article; zbMATH DE number 5642292

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    Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (English)
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    4 December 2009
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