The University of Southampton
University of Southampton Institutional Repository

Robust econometric inference with mixed integrated and mildly explosive regressors

Robust econometric inference with mixed integrated and mildly explosive regressors
Robust econometric inference with mixed integrated and mildly explosive regressors
0304-4076
433-450
Phillips, Peter C.B.
f67573a4-fc30-484c-ad74-4bbc797d7243
Lee, Ji Hyung
a0109d56-0e02-4c4e-836b-4ba25744d077
Phillips, Peter C.B.
f67573a4-fc30-484c-ad74-4bbc797d7243
Lee, Ji Hyung
a0109d56-0e02-4c4e-836b-4ba25744d077

Phillips, Peter C.B. and Lee, Ji Hyung (2016) Robust econometric inference with mixed integrated and mildly explosive regressors. Journal of Econometrics, 192 (2), 433-450. (doi:10.1016/j.jeconom.2016.02.009).

Record type: Article

This record has no associated files available for download.

More information

e-pub ahead of print date: 11 February 2016
Published date: 1 June 2016
Organisations: Economics

Identifiers

Local EPrints ID: 407667
URI: http://eprints.soton.ac.uk/id/eprint/407667
ISSN: 0304-4076
PURE UUID: 3ffe0a77-7b33-423a-93f7-b5cbe7557c1d
ORCID for Peter C.B. Phillips: ORCID iD orcid.org/0000-0003-2341-0451

Catalogue record

Date deposited: 21 Apr 2017 01:03
Last modified: 15 Mar 2024 12:45

Export record

Altmetrics

Contributors

Author: Ji Hyung Lee

Download statistics

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

View more statistics

Atom RSS 1.0 RSS 2.0

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.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×