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).

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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
ePrint ID: 187615
Date Deposited: 18 May 2011 07:40
Last Modified: 27 Mar 2014 19:41
URI: http://eprints.soton.ac.uk/id/eprint/187615

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