Inference in continuous systems with mildly explosive regressors
Year of publication: |
December 2017
|
---|---|
Authors: | Chen, Ye ; Phillips, Peter C. B. ; Yu, Jun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 400-416
|
Subject: | Cointegrated system | Explosive process | Moderate deviations from unity | Double asymptotics | Real estate market | Schätztheorie | Estimation theory | Immobilienmarkt |
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