Stationarity Condition for AR Index Process

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dc.contributor.authorIm, Eric Iksoon
dc.contributor.authorHammes, David L
dc.contributor.authorWills, Doug
dc.date.accessioned2025-10-18T04:41:01Z
dc.date.available2025-10-18T04:41:01Z
dc.date.issued2/1/2006
dc.description.abstractThe stationarity conditions for an autoregressive (AR) process in general are reduced to a remarkably simple inequality if the lag coefficients are restricted to be identical. The condition is not only analytically elegant but also applicable in checking the validity of the stationarity conditions for such a restricted AR process of any order.
dc.identifier.doi10.1017/S0266466606060075
dc.identifier.urihttps://hdl.handle.net/1773/54294
dc.publisherEconometric Theory
dc.titleStationarity Condition for AR Index Process

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