"Asymptotic distribution of CLS estimators in the nearly unstable and ..."

Abderrahmen Manaa, Wissam Bentarzi (2024)

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DOI: 10.1080/03610918.2021.1986529

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type: Journal Article

metadata version: 2024-02-09

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Abderrahmen Manaa, Wissam Bentarzi:
Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model. Commun. Stat. Simul. Comput. 53(1): 1-29 (2024)

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