Double Asymptotics for an Explosive Continuous Time Model
This paper develops a double asymptotic limit theory for the persistent parameter (θ) in an explosive continuous time model with a large number of time span (N) and a small number of sampling interval (h). The limit theory allows for the joint limits where N → ∞ and h → 0 simultaneously, the sequent...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1319 https://ink.library.smu.edu.sg/context/soe_research/article/2318/viewcontent/doubleasymptotics08.pdf |
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| Institution: | Singapore Management University |
| Language: | English |