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
2009
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), .
(doi:10.1017/S0266466608090154).
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Published date: 2009
Organisations:
Economics
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Local EPrints ID: 187615
URI: http://eprints.soton.ac.uk/id/eprint/187615
PURE UUID: 09ae9f36-ee3f-4084-8cc4-487c4bda9a33
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Date deposited: 18 May 2011 07:40
Last modified: 14 Mar 2024 03:26
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