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

Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors
Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors
482-526
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
f67573a4-fc30-484c-ad74-4bbc797d7243

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).

Record type: Article
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Published date: 2009
Organisations: Economics

Identifiers

Local EPrints ID: 187615
URI: http://eprints.soton.ac.uk/id/eprint/187615
PURE UUID: 09ae9f36-ee3f-4084-8cc4-487c4bda9a33
ORCID for Peter C.B Phillips: ORCID iD orcid.org/0000-0003-2341-0451

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Date deposited: 18 May 2011 07:40
Last modified: 14 Mar 2024 03:26

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