OLS limit theory for drifting sequences of parameters on the explosive side of unity
Year of publication: |
2024
|
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Authors: | Magdalinos, Tassos ; Petrova, Katerina |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | triangular array | explosive autoregression | linear process | conditional heteroskedasticity | mixingale | Cauchy distribution |
Series: | Staff Reports ; 1113 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.59576/sr.1113 [DOI] 1900829215 [GVK] |
Classification: | C12 - Hypothesis Testing ; c18 ; C22 - Time-Series Models |
Source: |
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OLS limit theory for drifting sequences of parameters on the explosive side of unity
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OLS limit theory for drifting sequences of parameters on the explosive side of unity
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