Least squares estimation in a simple random coefficient autoregressive model
Year of publication: |
2013
|
---|---|
Authors: | Johansen, Søren ; Lange, Theis |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 285-288
|
Subject: | Time series | Explosive processes | Bubble models | Stable limits | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Spekulationsblase | Bubbles | Autokorrelation | Autocorrelation |
-
Limit theory for an explosive autoregressive process
Wang, XiaoHu, (2015)
-
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao, (2021)
-
On testing for bubbles during hyperinflations
Morita, Rubens, (2024)
- More ...
-
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren, (2011)
-
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren, (2011)
-
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren, (2011)
- More ...