scientific article; zbMATH DE number 7387619
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Publication:5011558
DOI10.11329/JJSSJ.50.205MaRDI QIDQ5011558
Publication date: 27 August 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Smoothing local-to-moderate unit root theory
- The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model
- The distribution of the Durbin-Watson statistic in integrated and near-integrated models
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
- Regression Theory for Near-Integrated Time Series
- Time Series Regression with a Unit Root
- Inversion Formulae for the Distribution of Ratios
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