Inconsistent VAR regression with common explosive roots

Phillips, Peter C.B and Magdalinos, Tassos (2011) Inconsistent VAR regression with common explosive roots. Econometric Theory (Submitted)

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Item Type:Article
ISSN: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:187619
URI:http://eprints.soton.ac.uk/id/eprint/187619
Deposited On:18 May 2011 08:57
Last Modified:02 Mar 2012 13:16

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