Open AccessUniform Asymptotic Normality in Stationary and Unit Root Autoregression
Author(s) -
Chirok Han,
Peter C.B. Phillips,
Donggyu Sul
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1536534
Subject(s) - autoregressive model , unit root , mathematics , vector autoregression , econometrics , asymptotic distribution , local asymptotic normality , normality , economics , statistics , estimator
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom