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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).

Record type: Article
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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: 18 Jul 2017 11:44

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