Limit theory for explosively cointegrated systems
Year of publication: |
2008
|
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Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 4, p. 865-887
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Metallmarkt | Metal market |
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