Weak σ-convergence : theory and applications
Year of publication: |
2019
|
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Authors: | Kong, Jianning ; Phillips, Peter C. B. ; Sul, Donggyu |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 2, p. 185-207
|
Subject: | Asymptotics under misspecified trend regression | Cross section dependence | Evaporating trend | Relative convergence | Trend regression | Weak σ-convergence | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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