Random coefficient continuous systems: testing for extreme sample path behavior
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Publication:1740293
DOI10.1016/J.JECONOM.2019.01.002zbMATH Open1452.62682OpenAlexW2771231293WikidataQ128553400 ScholiaQ128553400MaRDI QIDQ1740293FDOQ1740293
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Cited In (8)
- Testing for explosive bubbles: a review
- A first order continuous time <scp>VAR</scp> with random coefficients
- Stochastic local and moderate departures from a unit root and its application to unit root testing
- Understanding temporal aggregation effects on kurtosis in financial indices
- Hybrid stochastic local unit roots
- Unit root test with high-frequency data
- In-fill asymptotic theory for structural break point in autoregressions
- Robust inference with stochastic local unit root regressors in predictive regressions
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