The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model
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- Perron, Pierre, 1989. "The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model," Econometric Theory, Cambridge University Press, vol. 5(2), pages 241-255, August.
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- repec:esx:essedp:727 is not listed on IDEAS
- Mukhtar M. Ali, 1996. "Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model," Econometrics 9604001, University Library of Munich, Germany.
- Chambers, MJ, 2016. "The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests," Economics Discussion Papers 16062, University of Essex, Department of Economics.
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KeywordsEconometric Models ; Time Series;
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