INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
Year of publication: |
2013
|
---|---|
Authors: | Phillips, Peter C.B. ; Magdalinos, Tassos |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2013, 4 (16.1.), p. 808-837
|
Saved in:
Saved in favorites
Similar items by person
-
INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
Phillips, Peter C.B., (2013)
-
Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past
Phillips, Peter C.B., (2008)
-
Limit theory for moderate deviations from a unit root
Phillips, Peter C.B., (2007)
- More ...