Random coefficient continuous systems: testing for extreme sample path behavior
type: Item
instance of: scholarly article
title: Random coefficient continuous systems: testing for extreme sample path behavior
zbMATH Open document ID: 1452.62682
author: Yubo Tao
author: Peter C. B. Phillips
author: Jun Yu
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/2310
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7049035
zbMATH Keywords: continuous-time models
zbMATH Keywords: explosive path
zbMATH Keywords: extreme behavior
zbMATH Keywords: random coefficient autoregression
zbMATH Keywords: infill asymptotics
zbMATH Keywords: bubble testing
MaRDI profile type: Publication
OpenAlex ID: W2771231293
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Wikidata QID: Q128553400
DOI: 10.1016/J.JECONOM.2019.01.002
description: scientific article; zbMATH DE number 7049035