INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS (2013)
Attributed to:
Robust econometric inference in cointegrated systems and systems of predictive regressions
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/s0266466612000709
Publication URI: http://dx.doi.org/10.1017/s0266466612000709
Type: Journal Article/Review
Parent Publication: Econometric Theory
Issue: 4