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)
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Journal Article: A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept (1991)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:fth:prinem:337
Access Statistics for this paper
More papers in Working Papers from Princeton, Department of Economics - Econometric Research Program Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().