Testing for rational bubbles in a coexplosive vector autoregression
Author:
Affiliation:
1. CREATES, Department of Economics and Business, Aarhus University, DK‐8000 Aarhus C, Denmark. E‐mail: tengsted@creates.au.dk
2. Nuffield College, New Road, Oxford OX1 1NF, UK. E‐mail: bent.nielsen@nuffield.ox.ac.uk
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/15/2/226/27682954/ectj0226.pdf
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4. Interpreting cointegrated models;Campbell;Journal of Economic Dynamics and Control,1988
5. Limiting distributions of least squares estimates of unstable autoregressive processes;Chan;Annals of Statistics,1988
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