Title of article
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
Author/Authors
Dimitrios V. Vougas، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2006
Pages
8
From page
27
To page
34
Keywords
AR(1) , OLS estimator , Unit-root process , Small-sigma asymptotictheory , Large-sample asymptotic theory , Parameter-based asymptotic theory
Journal title
Statistics and Probability Letters
Serial Year
2006
Journal title
Statistics and Probability Letters
Record number
140616
Link To Document