How to estimate autoregressive roots near unity

Phillips, Peter C.B., Hyungsik Roger Moon, and Zhijie Xiao. “How to estimate autoregressive roots near unity”. Econometric Theory, 2001. http://hdl.handle.net/2345/2483.
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Title
How to estimate autoregressive roots near unity
Author
Phillips, Peter C.B.
Moon, Hyungsik Roger
Xiao, Zhijie
School
Arts and Sciences
Discipline
Economics
Genre
article
Date Issued
2001
Host Title
Econometric Theory
Volume
17
Number
1
Pages
pp. 29-69
Version Identification
Version of record.
Persistent Link
http://hdl.handle.net/2345/2483
Use Restrictions
These materials are made available for use in research, teaching and private study, pursuant to U.S. Copyright Law. The user must assume full responsibility for any use of the materials, including but not limited to, infringement of copyright and publication rights of reproduced materials. Any materials used for academic research or otherwise should be fully credited with the source. The publisher or original authors may retain copyright to the materials.

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