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Original Articles

A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model

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Pages 2002-2006 | Received 18 May 2014, Accepted 17 Mar 2015, Published online: 17 Mar 2016

References

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  • Hill, J.B., Peng, L. (2013). Unified empirical likelihood methods for random coefficient autoregressive models with robust unit root tests (unpublished).
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  • Nicholls, D.F., Quinn, B.G. (1982). Random Coefficient Autoregressive Models: An Introduction.New York: Springer.
  • Pourahmadi, M. (1986). On stationarity of the solution of a doubly stochastic model. J Time Set Anal. 7:121–131.
  • Quinn, B.G. (1982). A note on the existence of strictly stationary solutions to bilinear equations. J Time Set Anal. 3:249–252.

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