A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors (Q3212161)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors |
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A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors (English)
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1990
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characteristic function
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Fredholm determinant
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integral equation
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time series regression model
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nonstable autoregressive process
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limiting distribution
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percent points
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unit root tests
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local alternatives
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