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中山大学岭南学院高级计量经济学课件（II：Panel Data）CH5 Unit Roots and Cointegration in panels
中山大学岭南学院 高级计量经济学 课件（II：Panel Data） CH5 Unit Roots and Cointegration in panels
2017/6/14
中山大学岭南学院高级计量经济学课件（II：Panel Data）CH5 Unit Roots and Cointegration in panels。
DIVERGENCE RATE OF STATE OF AR SYSTEMS WITH UNSTABLE UNIT ROOTS
Unstability AR system martingale diffe
2007/8/7
The order of weighted sum of noise sequence for stochasticsystem is estimated by using limit theory in probability. Then thedivergence rates of state of unstable AR system driven by noise ofmartingale...