ARTICLES - How to Estimate Autoregressive Roots near Unity
| Year of publication: |
2001
|
|---|---|
| Authors: | Phillips, Peter C.B. ; Moon, Hyungsik Roger ; Xiao, Zhijie |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 17.2001, 1, p. 29-69
|