Tanaka Katsuto Department of Economics Hitotsubashi University
日本統計学会誌 = Journal of the Japan Statistical Society 38(1) 145-155 2008年
This paper deals with nonstationary autoregressive(AR) models with complex roots on the unit circle. We examine the asymptotic properties of the least squares estimators (LSEs) in the model. We also extend the model to the case where the error ter...
人文科学研究科
経済学部