Least squares autoregression with near-unit root

J.R. Magnus, T.J. Rothenberg

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

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Original languageEnglish
Title of host publicationInnovations in Multivariate Statistical Analysis
EditorsR.D.H. Heijmans, D.S.G. Pollock, A. Satorra
Place of PublicationDordrecht
PublisherKluwer
Pages157-173
Publication statusPublished - 2000

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