Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors

Econometric Theory

Volumn 25, Issue 2, 2009, Pages 482-526

  Magdalinos, Tassos ^a   Phillips, Peter C B ^b,c,d,e  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b YALE UNIVERSITY   (United States)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

^d UNIVERSITY OF YORK   (United Kingdom)

^e SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 69849111009     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608090154     Document Type: Article

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