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Inconsistent VAR regression with common explosive roots

Inconsistent VAR regression with common explosive roots
Inconsistent VAR regression with common explosive roots
808-837
Phillips, Peter C.B
f67573a4-fc30-484c-ad74-4bbc797d7243
Magdalinos, Tassos
ded74727-1ed4-417d-842f-00ea86a3bc31
Phillips, Peter C.B
f67573a4-fc30-484c-ad74-4bbc797d7243
Magdalinos, Tassos
ded74727-1ed4-417d-842f-00ea86a3bc31

Phillips, Peter C.B and Magdalinos, Tassos (2013) Inconsistent VAR regression with common explosive roots. Econometric Theory, 808-837.

Record type: Article
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VARIV34.pdf - Author's Original
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Submitted date: 2011
Published date: 2013

Identifiers

Local EPrints ID: 187619
URI: http://eprints.soton.ac.uk/id/eprint/187619
PURE UUID: 9ae10d73-c875-44e2-a27a-db26ba634e94
ORCID for Peter C.B Phillips: ORCID iD orcid.org/0000-0003-2341-0451

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Date deposited: 18 May 2011 07:57
Last modified: 14 Mar 2024 03:26

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