Inference in continuous systems with mildly explosive regressors
New limit theory is developed for co-moving systems with explosive processes, connecting continuous and discrete time formulations. The theory uses double asymptotics with infill (as the sampling interval tends to zero) and large time span asymptotics. The limit theory explicitly involves initial co...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2213 https://ink.library.smu.edu.sg/context/soe_research/article/3212/viewcontent/Inference_in_continuous_systems_with_mildly_explosive_regressors.pdf |
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| Institution: | Singapore Management University |
| Language: | English |