Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (2018)
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/10.1111/jtsa.12410
Publication URI: http://dx.doi.org/10.1111/jtsa.12410
Type: Journal Article/Review
Parent Publication: Journal of Time Series Analysis
Issue: 6