ANALYSIS OF COEXPLOSIVE PROCESSES (Q3577705)

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Language	Label	Description	Also known as
English	ANALYSIS OF COEXPLOSIVE PROCESSES	scientific article

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scholarly article

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ANALYSIS OF COEXPLOSIVE PROCESSES (English)

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zbMATH Open document ID

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10.1017/S0266466609990144

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Econometric Theory

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publication date

23 July 2010

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI publication profile

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The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes

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Trend stationarity in the \(I(2)\) cointegration model.

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LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS

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Time-Series Analysis of the German Hyperinflation

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A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model

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The empirical process of autoregressive residuals

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Likelihood Analysis of the <i>I</i>(2) Model

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

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Statistical analysis of cointegration vectors

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Limiting distributions of least squares estimates of unstable autoregressive processes

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On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

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Correlograms for Non-Stationary Autoregressions

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STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS

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