Asymptotic theory for near integrated processes driven by tempered linear processes

From MaRDI portal
Publication:2305984

DOI10.1016/j.jeconom.2020.01.013zbMath1456.62215OpenAlexW2902682042MaRDI QIDQ2305984

Qiying Wang, Farzad Sabzikar, Peter C. B. Phillips

Publication date: 20 March 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2384




Related Items (1)


Uses Software


Cites Work


This page was built for publication: Asymptotic theory for near integrated processes driven by tempered linear processes