Time Series: Unit-Roots and Nonstandard Limiting Distributions

Ngai H. Chan

doi:10.1016/B978-0-08-097086-8.42089-1

Time Series: Unit-Roots and Nonstandard Limiting Distributions

^*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review

Abstract

This article reviews some of the recent developments of the unit root time series and nonstandard limiting distributions. It gives an overview of this important topic, describes the impact of some of the recent progress, and briefly points to open challenges on subsequent research of this field.

Original language	English
Title of host publication	International Encyclopedia of the Social & Behavioral Sciences: Second Edition
Publisher	Elsevier Inc.
Pages	362-368
ISBN (Print)	9780080970875, 9780080970868
DOIs	https://doi.org/10.1016/B978-0-08-097086-8.42089-1
Publication status	Published - 26 Mar 2015
Externally published	Yes

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Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

Research Keywords

Asymptotic inference
Model selection
Nonstationary time series and prediction errors

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KW - Nonstationary time series and prediction errors

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BT - International Encyclopedia of the Social & Behavioral Sciences: Second Edition

PB - Elsevier Inc.

ER -

Time Series: Unit-Roots and Nonstandard Limiting Distributions

Abstract

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Research Keywords

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