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  • Search: subject:"Moderate Explosiveness"
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Subject
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Autocorrelation 1 Autokorrelation 1 Estimation theory 1 Heteroscedasticity 1 Heteroskedasticity and Autocorrelation Robust Standard Error 1 Heteroskedastizität 1 Irrational Exuberance 1 Local to Unity 1 Moderate Explosiveness 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Student’s t Distribution 1 Unit Root 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Graue Literatur 1 Non-commercial literature 1
Language
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English 1
Author
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Guo, Gangzheng 1 Sun, Yixiao 1 Wang, Shaoping 1
Published in...
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Recent work / Department of Economics, UC San Diego 1
Source
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ECONIS (ZBW) 1
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Testing for moderate explosiveness in the presence of drift
Guo, Gangzheng; Wang, Shaoping; Sun, Yixiao - 2018
approaches unity from the right at a certain rate. We first develop a test for the null of moderate explosiveness under …
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