Stationarity Conditions for AR(2) Processes
Rasmus Pedersen Rasmus Pedersen
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 Published On Feb 16, 2021

Video for Econometrics II course at University of Copenhagen (Dept. of Economics).
Original slides by Heino Bohn Nielsen and adapted by Rasmus Søndergaard Pedersen.

We consider the characteristic roots for AR(2) processes. The roots may be complex-valued. Based on the roots, we state conditions in terms of the autoregressive parameters that ensure stationarity.

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