On asymptotic properties of the least squares estimators for autogressive time series with a unit root.

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Title: On asymptotic properties of the least squares estimators for autogressive time series with a unit root.
Author: Pantula, Sastry G.
Publisher: North Carolina State University. Dept. of Statistics
Date: 1982
Series/Report No.: Institute of Statistics mimeo series
1612
URI: http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS__1612.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8448


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