How to Estimate Autoregressive Roots Near Unity

Peter Phillips and Hyungsik Moon ()

University of California at Santa Barbara, Economics Working Paper Series from Department of Economics, UC Santa Barbara

Keywords: How; to; Estimate; Autoregressive; Roots; Near; Unity (search for similar items in EconPapers)
Date: 1999-08-09
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Related works:
Journal Article: HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY (2001)
Working Paper: How to Estimate Autoregressive Roots Near Unity (1998)
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