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Analysis of Models with Complex Roots on the Unit Circle
Complex B-N decomposition complex roots limiting distribution numerical integration unit root
2009/3/6
This paper deals with nonstationary autoregressive (AR) models with complex roots on the unit circle. We examine the asymptotic properties of the least squares estimators (LSEs) in the model. We also ...
Analysis of Models with Complex Roots on the Unit Circle
Complex B-N decomposition complex roots limiting distribution numerical integration unit root
2009/3/6
This paper deals with nonstationary autoregressive (AR) models with complex roots on the unit circle. We examine the asymptotic properties of the least squares estimators (LSEs) in the model. We also ...