Testing for a Moderately Explosive Process with Structural Change in Drift*-Reference-Cited by-同舟云学术

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Testing for a Moderately Explosive Process with Structural Change in Drift*

Published:2021-11-24 Issue: Volume: Page:
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Xiang Jingjie¹^ORCID,Guo Gangzheng²³,Zhao Qing⁴^ORCID

Affiliation:

1. School of Economics and Business Administration Central China Normal University Wuhan China

2. International Institute China Construction Bank Beijing China

3. School of Economics and Management Tsinghua University Beijing China

4. School of Finance Dongbei University of Finance & Economics Dalian China

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.12469

Reference17 articles.

1. Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity

2. Limit theory for mildly integrated process with intercept

3. Testing for moderate explosiveness

4. AsymptoticFandttests in an efficient GMM setting

5. Limit theory for explosive autoregression under conditional heteroskedasticity

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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

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