2010•SSRN Electronic JournalOpen access

Uniform Asymptotic Normality in Stationary and Unit Root Autoregression

Chirok Han, Peter C.B. Phillips, Donggyu Sul

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Key concepts: Autoregressive model, Unit root, Mathematics, Vector autoregression, Econometrics, Asymptotic distribution, Local asymptotic normality, Normality

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Uniform Asymptotic Normality in Stationary and Unit Root Autoregression — Research Paper | ScholarLens