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ArticleLimit theory for moderate deviations from a unit root

Peter C.B. Phillips2005

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Articlegreen2005

Limit theory for moderate deviations from a unit root

Peter C.B. Phillips · Tassos Magdalinos

454 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Time Series Analysis and Forecasting Diverse Scientific and Economic Studies

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References

1987Towards a Unified Asymptotic Theory for Autoregression

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Details

Year2005

Typearticle

Published2005-10-18

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations454

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jeconom.2005.08.002

openalex_workW2030847762

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