Limit theory for VARs with mixed roots near unity (Q5863571)
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scientific article; zbMATH DE number 7536058
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Limit theory for VARs with mixed roots near unity |
scientific article; zbMATH DE number 7536058 |
Statements
Limit Theory for VARs with Mixed Roots Near Unity (English)
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3 June 2022
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common roots
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local to unity
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mildly explosive
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mixed roots
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model selection
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persistence
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tests of common roots
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0.8174405097961426
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0.8121843338012695
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0.8009511232376099
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0.7931601405143738
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0.7916241884231567
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