How to Estimate Autoregressive Roots Near Unity
| Year of publication: |
1999-08-09
|
|---|---|
| Authors: | Phillips, Peter C.B. ; Moon, Hyungsik R. |
| Institutions: | Department of Economics, University of California-Santa Barbara (UCSB) |
| Keywords: | How to Estimate Autoregressive Roots Near Unity |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Departmental Working Papers |
| Source: |
Persistent link: https://www.econbiz.de/10010538383