✦ LIBER ✦

Moment approximation for least-squares estimators in dynamic regression models with a unit root

✍ Scribed by Jan F. Kiviet; Garry D. A. Phillips

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

DISTRIBUTIONS OF LEAST SQUARES ESTIMATOR

✍ Juha Ahtola; George C. Tiao 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 476 KB

The rate of convergence of the least squ

✍ B.L.S Prakasa Rao 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 297 KB

A strong consistent least-squares estima

✍ Christoph Stahl 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 274 KB

Testing for a unit root in time series u

✍ Alastair Hall 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 34 KB