A Limit Theorem For Mildly Explosive Autoregression With Stable Errors
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- Zhou, Zhiyong & Lin, Zhengyan, 2014. "Asymptotic theory for LAD estimation of moderate deviations from a unit root," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 25-32.
- Wang, Xiaohu & Yu, Jun, 2016.
"Double asymptotics for explosive continuous time models,"
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Elsevier, vol. 193(1), pages 35-53.
- Xiaohu Wang & Jun Yu, 2011. "Double Asymptotics for an Explosive Continuous Time Model," Working Papers 16-2011, Singapore Management University, School of Economics.
- Xiaohu Wang & Jun Yu, 2012. "Double Asymptotics for Explosive Continuous Time Models," Working Papers 16-2012, Singapore Management University, School of Economics.
- Tassos Magdalinos, 2008. "Mildly explosive autoregression under weak and strong dependence," Discussion Papers 08/05, University of Nottingham, Granger Centre for Time Series Econometrics.
- Stelios Arvanitis & Tassos Magdalinos, 2018. "Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 892-908, November.
- Magdalinos, Tassos, 2012. "Mildly explosive autoregression under weak and strong dependence," Journal of Econometrics, Elsevier, vol. 169(2), pages 179-187.
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