Limit theory for moderate deviations from a unit root under weak dependence

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

Volumn 9780521870535, Issue , 2007, Pages 123-162

  Phillips, Peter C B ^a   Magdalinos, Tassos ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF YORK   (United Kingdom)

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EID: 63549086351     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511493157.008     Document Type: Chapter

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