A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT

Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: maximum likelihood; sampling; mathematical analysis (search for similar items in EconPapers)
Pages: 43 pages
Date: 1988
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Journal Article: A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept (1991)
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