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

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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:

Subjects:

triangular array

explosive autoregression

linear process

conditional heteroskedasticity

mixingale

Cauchy distribution

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Federal Reserve Bank of New York: Staff reports