Random coefficient continuous systems: Testing for extreme sample path behavior

Tao, Yubo; Phillips, Peter; Yu, Jun

dc.contributor.author	Tao, Yubo	en
dc.contributor.author	Phillips, Peter	en
dc.contributor.author	Yu, Jun	en
dc.date.accessioned	2019-06-10T01:59:29Z	en
dc.date.issued	2019-04-01	en
dc.identifier.citation	Journal of Econometrics 209(2):208-237 01 Apr 2019	en
dc.identifier.issn	0304-4076	en
dc.identifier.uri	http://hdl.handle.net/2292/46907	en
dc.language	English	en
dc.publisher	ELSEVIER SCIENCE SA	en
dc.relation.ispartofseries	JOURNAL OF ECONOMETRICS	en
dc.rights	Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher.	en
dc.rights.uri	https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm	en
dc.rights.uri	https://creativecommons.org/licenses/by-nc-nd/4.0/	en
dc.subject	Social Sciences	en
dc.subject	Science & Technology	en
dc.subject	Physical Sciences	en
dc.subject	Economics	en
dc.subject	Mathematics, Interdisciplinary Applications	en
dc.subject	Social Sciences, Mathematical Methods	en
dc.subject	Business & Economics	en
dc.subject	Mathematics	en
dc.subject	Mathematical Methods In Social Sciences	en
dc.subject	Continuous time models	en
dc.subject	Explosive path	en
dc.subject	Extreme behavior	en
dc.subject	Random coefficient autoregression	en
dc.subject	Infill asymptotics	en
dc.subject	Bubble testing	en
dc.subject	LIMIT THEORY	en
dc.subject	UNIT-ROOT	en
dc.subject	ASYMPTOTIC NORMALITY	en
dc.subject	REALIZED VOLATILITY	en
dc.subject	INFERENCE	en
dc.subject	BUBBLES	en
dc.subject	STATIONARY	en
dc.subject	EXUBERANCE	en
dc.subject	DIFFUSION	en
dc.subject	MODEL	en
dc.title	Random coefficient continuous systems: Testing for extreme sample path behavior	en
dc.type	Journal Article	en
dc.identifier.doi	10.1016/j.jeconom.2019.01.002	en
pubs.issue	2	en
pubs.begin-page	208	en
pubs.volume	209	en
dc.rights.holder	Copyright: The author	en
pubs.author-url	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000463302700004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d	en
pubs.end-page	237	en
pubs.publication-status	Published	en
dc.rights.accessrights	http://purl.org/eprint/accessRights/OpenAccess	en
pubs.subtype	Article	en
pubs.subtype	Journal	en
pubs.elements-id	761423	en
pubs.org-id	Business and Economics	en
pubs.org-id	Economics	en
dc.identifier.eissn	1872-6895	en