  In this paper the asymptotic behavior of the conditional least squares
estimators of the autoregressive parameters $(\alpha,\beta)$, of the stability
parameter $\varrho := \alpha + \beta$, and of the mean $\mu$ of the innovation
$\vare_k$, $k \in \NN$, for an unstable integer-valued autoregressive process
$X_k = \alpha \circ X_{k-1} + \beta \circ X_{k-2} + \vare_k$, $k \in \NN$, is
described. The limit distributions and the scaling factors are different
according to the following three cases: (i) decomposable, (ii) indecomposable
but not positively regular, and (iii) positively regular models.
