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Advances in Decision Sciences
Volume 2012 (2012), Article ID 893497, 16 pages
http://dx.doi.org/10.1155/2012/893497
Research Article

Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance

Faculty of Science, Niigata University, 8050, Ikarashi 2-no-cho, Nishi-ku, Niigata 950-2181, Japan

Received 4 November 2011; Accepted 26 December 2011

Academic Editor: Hiroshi Shiraishi

Copyright © 2012 Junichi Hirukawa and Mako Sadakata. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Junichi Hirukawa and Mako Sadakata, “Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance,” Advances in Decision Sciences, vol. 2012, Article ID 893497, 16 pages, 2012. doi:10.1155/2012/893497