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  • Search: subject:"Moderate deviations from unity"
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Subject
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Double asymptotics 2 Moderate deviations from unity 2 Cointegrated system 1 Cointegration 1 Estimation theory 1 Explosive continuous time models 1 Explosive process 1 Immobilienmarkt 1 Initial condition 1 Invariance principle 1 Kointegration 1 Lévy process 1 Real estate market 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Yu, Jun 2 Chen, Ye 1 Phillips, Peter C. B. 1 Wang, XiaoHu 1
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Journal of econometrics 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Inference in continuous systems with mildly explosive regressors
Chen, Ye; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 201 (2017) 2, pp. 400-416
Persistent link: https://www.econbiz.de/10011920532
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Double asymptotics for explosive continuous time models
Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 193 (2016) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
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