Mildly explosive autoregression under weak and strong dependence

DOI10.1016/J.JECONOM.2012.01.024zbMath1443.62278OpenAlexW2238061309MaRDI QIDQ527993

Tassos Magdalinos

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://www.nottingham.ac.uk/research/groups/grangercentre/documents/08-05.pdf

zbMATH Keywords

long memoryCauchy distributioncentral limit theoryexplosive autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Related Items (15)

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Cites Work

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