Inference in continuous systems with mildly explosive regressors (Q1676388)
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scientific article; zbMATH DE number 6803390
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| English | Inference in continuous systems with mildly explosive regressors |
scientific article; zbMATH DE number 6803390 |
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Inference in continuous systems with mildly explosive regressors (English)
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7 November 2017
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cointegrated system
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explosive process
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moderate deviations from unity
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double asymptotics
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real estate market
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finite sample distribution
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0.8179445862770081
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0.8024894595146179
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0.7891509532928467
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0.7375906109809875
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0.7310639023780823
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