Testing for moderate explosiveness
Author:
Affiliation:
1. School of Economics, Huazhong University of Science and Technology, Luoyu Road 1037, Wuhan, 430074, China
2. Department of Economics, University of California, San Diego, 9500 Gilman Drive, La Jolla, California, 92093-0508, USA
Funder
National Natural Science Foundation of China
NSF
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/22/1/73/28792441/ectj12120.pdf
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4. On asymptotic distributions of estimates of parameters of stochastic difference equations;Anderson;Annals of Mathematical Statistics,1959
5. Mildly explosive autoregression under stationary conditional heteroskedasticity;Arvanitis;Journal of Time Series Analysis,2018
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