OLS limit theory for drifting sequences of parameters on the explosive side of unity

Bibliographic Details

Authors and Corporations:	Magdalinos, Tassos (Author), Petrova, Katerina (Author)
Other Authors:	Petrova, Katerina [Author]
Type of Resource:	E-Book
Language:	English
published:	[New York, NY] Federal Reserve Bank of New York [2024]
Series:	Federal Reserve Bank of New York: Staff reports ; no. 1113 (August 2024)
Subjects:	triangular array explosive autoregression linear process conditional heteroskedasticity mixingale Cauchy distribution Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen