Robust econometric inference with mixed integrated and mildly explosive regressors
Robust econometric inference with mixed integrated and mildly explosive regressors
433-450
Phillips, Peter C.B.
f67573a4-fc30-484c-ad74-4bbc797d7243
Lee, Ji Hyung
a0109d56-0e02-4c4e-836b-4ba25744d077
1 June 2016
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), .
(doi:10.1016/j.jeconom.2016.02.009).
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e-pub ahead of print date: 11 February 2016
Published date: 1 June 2016
Organisations:
Economics
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Local EPrints ID: 407667
URI: http://eprints.soton.ac.uk/id/eprint/407667
ISSN: 0304-4076
PURE UUID: 3ffe0a77-7b33-423a-93f7-b5cbe7557c1d
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Date deposited: 21 Apr 2017 01:03
Last modified: 15 Mar 2024 12:45
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Author:
Ji Hyung Lee
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