Least squares autoregression with near-unit root

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Original language	English
Title of host publication	Innovations in Multivariate Statistical Analysis
Editors	R.D.H. Heijmans, D.S.G. Pollock, A. Satorra
Place of Publication	Dordrecht
Publisher	Kluwer
Pages	157-173
Publication status	Published - 2000

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@inbook{1462fa4739b54063a0c204ede8c8712b,

title = "Least squares autoregression with near-unit root",

author = "J.R. Magnus and T.J. Rothenberg",

year = "2000",

language = "English",

pages = "157--173",

editor = "R.D.H. Heijmans and D.S.G. Pollock and A. Satorra",

booktitle = "Innovations in Multivariate Statistical Analysis",

publisher = "Kluwer",

}