Limit theory for mildly integrated process with intercept
Yijie Fei
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Fei, Yijie |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 163.2018, p. 98-101
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| Subject: | Autoregression | Bubble | Intercept | Limit theory | Moderate deviation from unity | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Spekulationsblase | Bubbles |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982962