On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328)
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scientific article; zbMATH DE number 7276163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors |
scientific article; zbMATH DE number 7276163 |
Statements
On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (English)
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20 November 2020
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local to unity
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mildly explosive
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panel data
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weak dependence
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Wald test
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