Mildly Explosive Autoregression with Anti‐persistent Errors*-Reference-Cited by-同舟云学术

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Mildly Explosive Autoregression with Anti‐persistent Errors*

Published:2020-08-30 Issue:2 Volume:83 Page:518-539
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Lui Yiu Lim¹,Xiao Weilin²,Yu Jun³

Affiliation:

1. The Institute for Advanced Economic Research Dongbei University of Finance and Economics Dalian LiaoningChina

2. School of Management Zhejiang University Hangzhou, Zhejiang China

3. School of Economics and Lee Kong Chian School of Business Singapore Management University Singapore Singapore

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12395

Reference24 articles.

1. On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

2. Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity

3. Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

4. Volatility is rough

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1. Testing for explosive bubbles: a review;Dependence Modeling;2023-01-01

2. Mildly Explosive Autoregression with Strong Mixing Errors;Entropy;2022-11-26

3. Testing for explosive bubbles: a review;SSRN Electronic Journal;2021

4. Maximum Likelihood Estimation for the Fractional Vasicek Model;Econometrics;2020-08-12

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