Limit Theory for Continuous Time Systems with Mildly Explosive Regressors

Author

Peter C. B. PHILLIPS, Singapore Management UniversityFollow
Chen Ye
Jun Yu, Singapore Management UniversityFollow

Publication Type

Working Paper

Version

publishedVersion

Publication Date

3-2015

Discipline

Economics

Research Areas

Econometrics

Citation

PHILLIPS, Peter C. B.; Ye, Chen; and Yu, Jun. Limit Theory for Continuous Time Systems with Mildly Explosive Regressors. (2015).
Available at: https://ink.library.smu.edu.sg/soe_research/1753

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.