Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
Work
Year: 2007
Type: article
Abstract: This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown t... more
Source: The Annals of Statistics
Authors Boris Buchmann, Ngai Hang Chan
Cites: 37
Cited by: 31
Related to: 10
FWCI: 4.324
Citation percentile (by year/subfield): 97.52
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: bronze