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), pp. 482-526. (doi:10.1017/S0266466608090154).

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Item Type: Article
Digital Object Identifier (DOI): doi:10.1017/S0266466608090154
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ePrint ID: 187615
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Date Event
2009Published
Date Deposited: 18 May 2011 07:40
Last Modified: 18 Apr 2017 02:08
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/187615

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