Random coefficient continuous systems: Testing for extreme sample path behavior

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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 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

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