Random coefficient continuous systems: Testing for extreme sample path behavior

Random coefficient continuous systems: Testing for extreme sample path behavior

Tao, Yubo ; Phillips, Peter ; Yu, Jun
Identifier: http://hdl.handle.net/2292/46907
Issue Date: 2019-04-01
Reference: Journal of Econometrics 209(2):208-237 01 Apr 2019
Rights: Copyright: The author
Rights (URI): https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm

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DOI: 10.1016/j.jeconom.2019.01.002
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