LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
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Publication:132724
DOI10.1017/s0266466608090154zbMath1279.62188MaRDI QIDQ132724
Tassos Magdalinos, Peter C.B. Phillips, Peter C. B. Phillips, Tassos Magdalinos
Publication date: April 2009
Published in: Econometric Theory (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
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