Mildly Explosive Autoregression with Strong Mixing Errors
In this paper, we consider the mildly explosive autoregression <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi>y</mi><mi>t</mi></msub><mo>=</mo><...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-11-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/12/1730 |