Inconsistent VAR regression with common explosive roots

Phillips, Peter C.B and Magdalinos, Tassos (2013) Inconsistent VAR regression with common explosive roots. Econometric Theory, 808-837.

Record type: Article

Text

VARIV34.pdf - Author's Original

Restricted to Repository staff only

Request a copy

More information

Submitted date: 2011

Published date: 2013

Local EPrints ID: 187619

URI: http://eprints.soton.ac.uk/id/eprint/187619

PURE UUID: 9ae10d73-c875-44e2-a27a-db26ba634e94

ORCID for Peter C.B Phillips:

orcid.org/0000-0003-2341-0451

Date deposited: 18 May 2011 07:57

Last modified: 14 Mar 2024 03:26

Author: Peter C.B Phillips

Author: Tassos Magdalinos

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.