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  • Search: subject:"local-to-unity Instrumental variable"
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Fractional Brownian motion 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 fractional O-U process 1 fractionally integrated errors 1 local-to-unity Instrumental variable 1 state-space 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Wang, Xiaohu 1 Yu, Jun 1
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Econometric reviews 1
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Latent local-to-unity models
Wang, Xiaohu; Yu, Jun - In: Econometric reviews 42 (2023) 7, pp. 586-611
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