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Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept |
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| Authors: | Du Lingjie Pang Tianxiao |
| Institution: | 1.School of Mathematical Sciences, Zhejiang University, Hangzhou, 310027, People’s Republic of China ; |
| Abstract: | Methodology and Computing in Applied Probability - Lieberman and Phillips (J Time Ser Anal 35(6):592–623 2014, J Econ 196(1):99–110 2017) proposed a stochastic unit root model, where... |
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