ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS

DOI10.1017/s0266466622000342OpenAlexW3210210310MaRDI QIDQ6042893

Peter C. B. Phillips

Publication date: 4 May 2023

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466622000342

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (5)

Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ Robust inference with stochastic local unit root regressors in predictive regressions ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Testing for explosive bubbles: a review ⋮ Robust testing for explosive behavior with strongly dependent errors

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