Asymptotic theory for near integrated processes driven by tempered linear processes
Farzad Sabzikar, Qiying Wang, Peter C. B. Phillips
| Year of publication: |
2020
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|---|---|
| Authors: | Sabzikar, Farzad ; Wang, Qiying ; Phillips, Peter C. B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 192-202
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| Subject: | Asymptotics | Fractional integration | Integrated process | Near unit root | Tempered process | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439672