Three essays on nonstationary time series econometrics

由 LUI, Yiu Lim
出版 2020

Mild-explosive and local-to-mild-explosive autoregressions with serially correlated errors

由 LUI, Yiu Lim, XIAO, Weilin, YU, Jun
出版 2018

Mildly explosive autoregression with anti-persistent errors

由 LUI, Yiu Lim, XIAO, Weilin, Jun YU
出版 2021

The grid bootstrap for continuous time models

由 LUI, Yiu Lim, XIAO, Weilin, YU, Jun
出版 2018

The grid bootstrap for continuous time models

由 LUI, Yiu Lim, XIAO, Weilin, Jun YU
出版 2022

Robust testing for explosive behavior with strongly dependent errors

由 LUI, Yiu Lim, PHILLIPS, Peter C. B., YU, Jun
出版 2022