Steady state distributions for models of locally explosive regimes : existence and econometric implications
John Knight; Stephen Satchell; Nandini Srivastava
| Year of publication: |
2014
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|---|---|
| Authors: | Knight, John L. ; Satchell, Stephen ; Srivastava, Nandini |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 281-288
|
| Subject: | Bubbles | Asset prices | Steady state distributions | Non-linear time series | TAR models | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Spekulationsblase |
| 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/10010439176