VARs with Mixed Roots Near Unity
Year of publication: |
2012-01
|
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Authors: | Phillips, Peter C.B. ; Lee, Ji Hyung |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Common roots | Local to unity | Mildly explosive | Mixed roots | Model selection | Persistence | Tests of common roots |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Econometric Reviews (May 2015), 34(6-10): 1034-1055 The price is None Number 1845 24 pages |
Classification: | C22 - Time-Series Models |
Source: |
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