Limit Theory for Explosively Cointegrated Systems
Year of publication: |
2007-06
|
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Authors: | Phillips, Peter C.B. ; Magdalinos, Tassos |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Central limit theory | Exposive cointegration | Explosive process | Mixed normality |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1244 Published in Econometric Theory (August 2008), 24(4): 865-887 The price is None Number 1614 24 pages |
Classification: | C22 - Time-Series Models |
Source: |
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Econometric Inference in the Vicinity of Unity
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Dynamic Misspecification in Nonparametric Cointegrating Regression
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Non-linearity Induced Weak Instrumentation
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Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past
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