Hybrid stochastic local unit roots
Two approaches have dominated formulations designed to capture small departures from unit root autoregressions. The first involves deterministic departures that include local-to-unity (LUR) and mildly (or moderately) integrated (MI) specifications where departures shrink to zero as the sample size n...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2020
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2385 https://ink.library.smu.edu.sg/context/soe_research/article/3384/viewcontent/Hybrid_stochastic_local_unit_roots_sv.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|