Limit Theory for VARs with Mixed Roots Near Unity
type: Item
instance of: scholarly article
title: Limit Theory for VARs with Mixed Roots Near Unity
zbMATH Open document ID: 1491.62125
DOI: 10.1080/07474938.2014.956617
author: Peter C. B. Phillips
author: Ji Hyung Lee
published in: Econometric Reviews
publication date: 2022-06-03T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1838
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7536058
zbMATH Keywords: common roots
zbMATH Keywords: local to unity
zbMATH Keywords: mildly explosive
zbMATH Keywords: mixed roots
zbMATH Keywords: model selection
zbMATH Keywords: persistence
zbMATH Keywords: tests of common roots
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W1971272323
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description: scientific article; zbMATH DE number 7536058