Weak σ-convergence : theory and applications
Jianning Kong, Peter C.B. Phillips, Donggyu Sul
| Year of publication: |
2019
|
|---|---|
| Authors: | Kong, Jianning ; Phillips, Peter C. B. ; Sul, Donggyu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 2, p. 185-207
|
| Subject: | Asymptotics under misspecified trend regression | Cross section dependence | Evaporating trend | Relative convergence | Trend regression | Weak σ-convergence | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.12.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012302556