Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)

Digital data available（HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources）

学術機関リポジトリデータベース（IRDB）（機関リポジトリ）

Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)

Notes on use

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

HERMES-IR (Hitotsubashi University Repository): Research & Education Resources
Digital
You can check the holdings of institutions and databases with which Institutional Repositories DataBase(IRDB)(Institutional Repository) is linked at the site of Institutional Repositories DataBase(IRDB)(Institutional Repository).
HERMES-IR (Hitotsubashi University Repository): Research & Education Resources

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 規格・テクニカルリポート類
Title: Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)
Author/Editor: 矢部, 竜太
Publication, Distribution, etc.: Graduate School of Economics, Hitotsubashi University
Publication Date: 2014-12
Publication Date (W3CDTF): 2014
Subject Heading: Moving average
Noninvertible moving average
Unit root
local to unity
Moderate Deviations
Conditional sum of squares estimation
Target Audience: 一般
Note (General): 出版タイプ： VoR
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/26948/070econDP14-19.pdf
Access Restrictions: インターネット公開
Periodical Title: Discussion papers ; No. 2014-19
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources