Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors

Magdalinos, Tassos and Phillips, Peter C.B (2009) Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors. Econometric Theory, 25, (2), 482-526. (doi:10.1017/S0266466608090154).

Download

PDF - Post print
Restricted to Registered users only
Download (311Kb)

Item Type:	Article
ISSNs:	0266-4666 (print) 1469-4360 (electronic)
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	University Structure - Pre August 2011 > School of Social Sciences > Economics
Item ID:	187615
Date Deposited:	18 May 2011 07:40
Last Modified:	01 Jun 2011 08:01
Contributors:	Magdalinos, Tassos (Author) Phillips, Peter C.B (Author)
Date:	2009
Status:	Published
URI:	http://eprints.soton.ac.uk/id/eprint/187615

URI:
RDF:	RDF+N-Triples, RDF+N3, RDF+XML, Browse.

Actions (login required)

View Item