A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors

Abstract

Seiji Nabeya, Katsuto Tanaka, A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors, Econometrica, Vol. 58, No. 1 (Jan., 1990), pp. 145-163