Related references
Note: Only part of the references are listed.TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
Ngai Hang Chan et al.
ECONOMETRIC THEORY (2012)
Estimation in nonstationary random coefficient autoregressive models
Istvan Berkes et al.
JOURNAL OF TIME SERIES ANALYSIS (2009)
Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
Daisuke Nagakura
STATISTICS & PROBABILITY LETTERS (2009)
Testing for unit root processes in random coefficient autoregressive models
Walter Distaso
JOURNAL OF ECONOMETRICS (2008)
Least squares estimation for critical random coefficient first-order autoregressive processes
SY Hwang et al.
STATISTICS & PROBABILITY LETTERS (2006)
Estimation in random coefficient autoregressive models
A Aue et al.
JOURNAL OF TIME SERIES ANALYSIS (2006)
Explosive random-coefficient AR(1) processes and related asymptotics for least-squares estimation
SY Hwang et al.
JOURNAL OF TIME SERIES ANALYSIS (2005)
Requiem for the unit root in per capita real GDP?: Additional evidence from historical data
E Gaffeo et al.
EMPIRICAL ECONOMICS (2005)