"Strong consistency results for least squares estimators in general
vector autoregressions with deterministic terms"  
	
	
Bent Nielsen
Nuffield College, University of Oxford

Abstract:	
A vector autoregression with deterministic terms and with no
restrictions to its characteristic roots is considered. Strong
consistency results for the least squares statistics are presented.
This extends earlier results where deterministic terms have not been
considered. In addition the convergence rates are improved compared
with earlier results.

Keywords:
Least squares estimator, Strong consistency, Vector autoregression