Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006
No abstract is available for this item.
References listed on IDEAS
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- Ulrich K. M¸ller & Graham Elliott, 2003. "Tests for Unit Roots and the Initial Condition," Econometrica, Econometric Society, vol. 71(4), pages 1269-1286, 07.
- Peter C.B. Phillips & Tassos Magdalinos, 2004.
"Limit Theory for Moderate Deviations from a Unit Root,"
Cowles Foundation Discussion Papers
1471, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B. & Magdalinos, Tassos, 2007. "Limit theory for moderate deviations from a unit root," Journal of Econometrics, Elsevier, vol. 136(1), pages 115-130, January.
- Liudas Giraitis & Peter C. B. Phillips, 2006.
"Uniform Limit Theory for Stationary Autoregression,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 27(1), pages 51-60, 01.
- Liudas Giraitis & Peter C.B. Phillips, 2004. "Uniform Limit Theory for Stationary Autoregression," Cowles Foundation Discussion Papers 1475, Cowles Foundation for Research in Economics, Yale University.
- L Giraitis & P C B Phillips, . "Uniform limit theory for stationary autoregression," Discussion Papers 05/23, Department of Economics, University of York.
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