Weak \(\sigma\)-convergence: theory and applications
type: Item
instance of: scholarly article
title: Weak \(\sigma\)-convergence: theory and applications
zbMATH Open document ID: 1452.62933
author: Jianning Kong
author: Peter C. B. Phillips
author: Donggyu Sul
published in: Journal of Econometrics
publication date: 2019-04-30T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/2284
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7049034
zbMATH Keywords: asymptotics under misspecified trend regression
zbMATH Keywords: cross section dependence
zbMATH Keywords: evaporating trend
zbMATH Keywords: relative convergence
zbMATH Keywords: trend regression
zbMATH Keywords: weak \(\sigma\)-convergence
MaRDI profile type: Publication
OpenAlex ID: W2580266062
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DOI: 10.1016/J.JECONOM.2018.12.022
description: scientific article; zbMATH DE number 7049034