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 901661-2. - Vol. 29.2013, 4, p. 808-837
|
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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