Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression

Dimitrios V. Vougas، نويسنده ,

فصلنامه با شماره پیاپی سال 2006

8

27

34

AR(1) , OLS estimator , Unit-root process , Small-sigma asymptotictheory , Large-sample asymptotic theory , Parameter-based asymptotic theory

Statistics and Probability Letters

2006

Statistics and Probability Letters

140616