Limit theory for an explosive autoregressive process
Xiaohu Wang; Jun Yu
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, XiaoHu ; Yu, Jun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 176-180
|
| Subject: | Explosive model | Intercept | Invariance principle | Bubbles | Theorie | Theory | Spekulationsblase | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377248