Asymptotic distribution of the conditional sum of squares estimator under moderate deviation from a unit root in MA(1)

Ryota Yabe

Year of publication:	2014
Authors:	Yabe, Ryota
Publisher:	Tokyo : Graduate School of Economics, Hitotsubashi Univ.
Subject:	Moving average \| Noninvertible moving average \| Unit root \| local to unity \| Moderate Deviations \| Conditional sum of squares estimation \| conditional sum of squares estimator (CSSE) \| Statistische Verteilung \| Statistical distribution \| Einheitswurzeltest \| Unit root test \| Schätztheorie \| Estimation theory

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