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Volumn 17, Issue 5, 2001, Pages 962-983

Complex unit roots and business cycles: Are they real?

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Indexed keywords


EID: 0035637941     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466601175055     Document Type: Article
Times cited : (58)

References (13)
  • 1
    • 84986764164 scopus 로고
    • Distributions of least squares estimators of autoregressive parameters for a process with complex roots on the unit circle
    • Ahtola, J. & G.C. Tiao (1987a) Distributions of least squares estimators of autoregressive parameters for a process with complex roots on the unit circle. Journal of Time Series Analysis 8, 1-14.
    • (1987) Journal of Time Series Analysis , vol.8 , pp. 1-14
    • Ahtola, J.1    Tiao, G.C.2
  • 2
    • 3042889331 scopus 로고
    • A note on asymptotic inference in autoregressive models with roots on the unit circle
    • Ahtola, J. & G.C. Tiao (1987b) A note on asymptotic inference in autoregressive models with roots on the unit circle. Journal of Time Series Analysis 8, 15-18.
    • (1987) Journal of Time Series Analysis , vol.8 , pp. 15-18
    • Ahtola, J.1    Tiao, G.C.2
  • 4
    • 0001403934 scopus 로고
    • Limiting distribution of least squares estimates of unstable autoregressive processes
    • Chan, N.H. & C.Z. Wei (1988) Limiting distribution of least squares estimates of unstable autoregressive processes. Annals of Statistics 16, 367-401.
    • (1988) Annals of Statistics , vol.16 , pp. 367-401
    • Chan, N.H.1    Wei, C.Z.2
  • 6
    • 0001346514 scopus 로고
    • Distances of probability measures and random variables
    • Dudley, R.M. (1968) Distances of probability measures and random variables. Annals of Mathematical Statistics 39, 1563-1572.
    • (1968) Annals of Mathematical Statistics , vol.39 , pp. 1563-1572
    • Dudley, R.M.1
  • 8
    • 0007192339 scopus 로고
    • Hayward, California: Institute of Mathematical Statistics
    • Gaenssler, P. (1983) Empirical Processes. Hayward, California: Institute of Mathematical Statistics.
    • (1983) Empirical Processes
    • Gaenssler, P.1
  • 9
    • 0033413986 scopus 로고    scopus 로고
    • Multivariate time series with various hidden unit roots, part 1: Integral operator algebra and representation theory
    • Gregoir, S. (1999a) Multivariate time series with various hidden unit roots, part 1: Integral operator algebra and representation theory. Econometric Theory 15, 435-468.
    • (1999) Econometric Theory , vol.15 , pp. 435-468
    • Gregoir, S.1
  • 10
    • 0033416003 scopus 로고    scopus 로고
    • Multivariate time series with various hidden unit roots, part 2: Estimation and testing
    • Gregoir, S. (1999b) Multivariate time series with various hidden unit roots, part 2: Estimation and testing. Econometric Theory 15, 469-518.
    • (1999) Econometric Theory , vol.15 , pp. 469-518
    • Gregoir, S.1
  • 11
    • 17944364404 scopus 로고    scopus 로고
    • Efficient tests for the presence of a couple of complex conjugate unit roots in real time series
    • Paper presented Santiago de Compostela, Spain
    • Gregoir, S. (1999c) Efficient Tests for the Presence of a Couple of Complex Conjugate Unit Roots in Real Time Series. Paper presented at the European Meeting of the Econometric Society 1999, Santiago de Compostela, Spain.
    • (1999) European Meeting of the Econometric Society 1999
    • Gregoir, S.1
  • 13
    • 0038876445 scopus 로고
    • On the construction of almost uniformly convergent random variables with given weakly convergent image laws
    • Wichura, M.J. (1970) On the construction of almost uniformly convergent random variables with given weakly convergent image laws. Annals of Mathematical Statistics 41, 284-291.
    • (1970) Annals of Mathematical Statistics , vol.41 , pp. 284-291
    • Wichura, M.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.