Arbeitspapier
Block Local to Unity and Continuous Record Asymptotics
This paper provides a continuous record interpretation of the block local to unity asymptotics proposed recentlyby Phillips, Moon and Xiao (2001). It also demonstrates that in the case of homogeneous dynamics and a fixednumber of blocks, the new asymptotic approximation coincides with the conventional local to unity asymptoticapproximation.
- Language
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Englisch
- Bibliographic citation
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Series: Tinbergen Institute Discussion Paper ; No. 01-078/4
- Classification
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Wirtschaft
- Subject
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Zeitreihenanalyse
Theorie
- Event
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Geistige Schöpfung
- (who)
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Boswijk, H. Peter
- Event
-
Veröffentlichung
- (who)
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Tinbergen Institute
- (where)
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Amsterdam and Rotterdam
- (when)
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2001
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Boswijk, H. Peter
- Tinbergen Institute
Time of origin
- 2001
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