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Time Series with Roots on or Near the Unit Circle

  • Ngai Hang ChanEmail author
Chapter

Abstract

This paper reviews some of the developments of the unit root and near unit root time series. It gives an overview of this important topic and describes the impact of some of the recent progress on subsequent research.

Keywords

Unit Circle Unit Root Unit Root Test Empirical Likelihood Less Square Estimate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  1. 1.Department of Statistics,Chinese University of Hong KongShatin, NTHong Kong

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