Block Local to Unity and Continuous Record Asymptotics

This paper provides a continuous record interpretation of the block local to unity asymptotics proposed recentlyby Phillips, Moon and Xiao (2001). It also demonstrates that in the case of homogeneous dynamics and a fixednumber of blocks, the new asymptotic approximation coincides with the conventional local to unity asymptoticapproximation.

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Year of publication:	2001
Authors:	Boswijk, H. Peter
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Zeitreihenanalyse \| Theorie

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Series:	Tinbergen Institute Discussion Paper ; 01-078/4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	834301466 [GVK] hdl:10419/85857 [Handle] RePEc:dgr:uvatin:20010078 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010324829