ANALYSIS OF COEXPLOSIVE PROCESSES

DOI10.1017/S0266466609990144zbMath1191.62150MaRDI QIDQ3577705

Bent Nielsen

Publication date: 23 July 2010

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

On causal and non‐causal cointegrated vector autoregressive time series ⋮ Testing for explosive bubbles: a review ⋮ Finite time identification in unstable linear systems

Uses Software

• PcGive

Cites Work

• Unnamed Item
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• Time-Series Analysis of the German Hyperinflation
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• Likelihood Analysis of the I(2) Model
• The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
• A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
• STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS

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