Limit theory for an explosive autoregressive process
Year of publication: |
2015
|
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Authors: | Wang, XiaoHu ; Yu, Jun |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 176-180
|
Subject: | Explosive model | Intercept | Invariance principle | Bubbles | Zeitreihenanalyse | Time series analysis | Spekulationsblase | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
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