On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668)
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scientific article; zbMATH DE number 5213444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the inconsistency of the unrestricted estimator of the information matrix near a unit root |
scientific article; zbMATH DE number 5213444 |
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On the inconsistency of the unrestricted estimator of the information matrix near a unit root (English)
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21 November 2007
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unit root distribution
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neighbourhoods of unity
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information matrix
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inconsistency
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Wald test
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Bahadur slopes
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Lambert W function
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