Boundary limit theory for functional local to unity regression (Q4577083)
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scientific article; zbMATH DE number 6901889
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| default for all languages | No label defined |
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| English | Boundary limit theory for functional local to unity regression |
scientific article; zbMATH DE number 6901889 |
Statements
Boundary Limit Theory for Functional Local to Unity Regression (English)
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11 July 2018
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boundary asymptotics
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functional local unit root
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local to unity
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sequential limits
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simultaneous limits
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unit root model
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0.7805627584457397
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0.7523283958435059
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0.7477024793624878
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0.7441680431365967
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0.7350727319717407
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