A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT.
| Year of publication: |
1988
|
|---|---|
| Authors: | PERRON, P. |
| Institutions: | Econometrics Research Program, Department of Economics |
| Subject: | maximum likelihood | sampling | mathematical analysis |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 43 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005474996