Limit theory for mildly integrated process with intercept
نویسندگان
چکیده
منابع مشابه
Limit Theory for Continuous Time Systems with Mildly Explosive Regressors∗
New limit theory is developed for co-moving systems with explosive processes, connecting continuous and discrete time formulations. The theory uses double asymptotics with infill (as the sampling interval tends to zero) and large time span asymptotics. The limit theory explicitly involves initial conditions, allows for drift in the system, is provided for single and multiple explosive regressor...
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ژورنال
عنوان ژورنال: Economics Letters
سال: 2018
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2017.12.008