Limit theory for VARs with mixed roots near unity
Peter C. Phillips and Ji Hyung Lee
| Year of publication: |
2015
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Lee, Ji Hyung |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 1035-1056
|
| Subject: | Common roots | Local to unity | Mildly explosive | Mixed roots | Model selection | Persistence | Tests of common roots | Theorie | Theory | 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 |
| Other identifiers: | 10.1080/07474938.2014.956617 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011483449