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Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing

Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing
Digital規格・テクニカルリポート類
西, 幹仁, 黒住, 英司Graduate School of Economics, Hitotsubashi University2022-08
Available onlineOther Libraries in Japan

Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets

Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets
Digital規格・テクニカルリポート類
堀江, 哲史, 山本, 庸平Graduate School of Economics, Hitotsubashi University2016-06-17
Available onlineOther Libraries in Japan
  • Subject Heading...s factor model moderate deviations local asymptotic power nonmon...

Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)

Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)
Digital規格・テクニカルリポート類
矢部, 竜太Graduate School of Economics, Hitotsubashi University2014-12
Available onlineOther Libraries in Japan
  • Subject Heading...local to unity Moderate Deviations Conditional sum of squares es...

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