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Limit theory for an explosive autoregressive process · Study

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ArticleLimit theory for an explosive autoregressive process

Xiaohu Wang2014

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Articlegreen2014

Limit theory for an explosive autoregressive process

Xiaohu Wang · Jun Yu

29 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Diverse Scientific and Economic Studies

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References

1987Time Series Regression with a Unit Root 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles 2005Limit theory for moderate deviations from a unit root 2013Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour 2009ANALYSIS OF COEXPLOSIVE PROCESSES

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2019Asymptotic theory for rough fractional Vasicek models 2020Testing for strict stationarity in a random coefficient autoregressive model

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Year2014

Typearticle

Published2014-12-09

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations29

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2014.12.004

openalex_workW2063764360

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