A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH...

Econometric Theory 2007 / 4 Vol. 23; Iss. 2

A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

Aue, Alexander, Horváth, Lajos
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Volume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466607070090
Date:
April, 2007
File:
PDF, 163 KB
english, 2007
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