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Inference in continuous systems with mildly explosive regressors - MaRDI portal

Inference in continuous systems with mildly explosive regressors (Q1676388)

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scientific article; zbMATH DE number 6803390
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Inference in continuous systems with mildly explosive regressors
scientific article; zbMATH DE number 6803390

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    Inference in continuous systems with mildly explosive regressors (English)
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    7 November 2017
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    cointegrated system
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    explosive process
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    moderate deviations from unity
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    double asymptotics
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    real estate market
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    finite sample distribution
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