Limit theory for mildly integrated process with intercept
Year of publication: |
February 2018
|
---|---|
Authors: | Fei, Yijie |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 163.2018, p. 98-101
|
Subject: | Autoregression | Bubble | Intercept | Limit theory | Moderate deviation from unity | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Spekulationsblase | Bubbles |
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