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A Continuous Time Approximation To The Unstable First- Order Autoregressive Process: The Case Without An Intercept

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Author Info
PERRON,P.

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Abstract

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Publisher Info
Paper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 337.

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Length: 43 pages
Date of creation: 1988
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Handle: RePEc:fth:prinem:337

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Related research
Keywords: maximum likelihood ; sampling ; mathematical analysis;

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  1. Hendrik P. van Dalen & Kene Henkens, 2000. "What makes a Scientific Article influential?," Tinbergen Institute Discussion Papers 00-032/1, Tinbergen Institute. [Downloadable!]
  2. Cosme Vodounou, 1998. "Inférence fondée sur les statistiques des rendements de long terme," CIRANO Working Papers 98s-20, CIRANO. [Downloadable!]
  3. Mukhtar M. Ali, 1996. "Distribution of the Least Squares Estimator in a First-Order Autoregressive Model," Econometrics 9610004, EconWPA. [Downloadable!]
  4. John Hatgioannides & Spiros Mesomeris, 2005. "Mean Reversion in Equity Prices: the G-7 Evidence," Money Macro and Finance (MMF) Research Group Conference 2005 64, Money Macro and Finance Research Group. [Downloadable!]
Statistics
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This page was last updated on 2009-10-24.

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