Matches in SemOpenAlex for { <https://semopenalex.org/work/W3141417127> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W3141417127 abstract "This paper develops an asymptotic theory for integrated and near-integrated time series whose range is constrained in some ways. Such a framework arises when integration and cointegration analysis are applied to persistent series which are bounded either by construction or because they are subject to control. The asymptotic properties of some commonly used integration tests are discussed; the bounded unit root distribution is introduced to describe the limiting distribution of the first-order autoregressive coefficient of a random walk under range constraints. The theoretical results show that the presence of such constraints can lead to drastically different asymptotics. Since deviations from the standard unit root theory are measured through noncentrality parameters, simple measures of the impact of range constraints on the asymptotic distributions are obtained. Finally, the proposed asymptotic framework provides an extremely adequate approximation of the finite sample properties of the unit root statistics under range constraints." @default.
- W3141417127 created "2021-04-13" @default.
- W3141417127 creator A5068883981 @default.
- W3141417127 date "2003-01-01" @default.
- W3141417127 modified "2023-09-23" @default.
- W3141417127 title "Limited time series with a unit root" @default.
- W3141417127 hasPublicationYear "2003" @default.
- W3141417127 type Work @default.
- W3141417127 sameAs 3141417127 @default.
- W3141417127 citedByCount "0" @default.
- W3141417127 crossrefType "posted-content" @default.
- W3141417127 hasAuthorship W3141417127A5068883981 @default.
- W3141417127 hasConcept C105795698 @default.
- W3141417127 hasConcept C110121322 @default.
- W3141417127 hasConcept C11683690 @default.
- W3141417127 hasConcept C119047807 @default.
- W3141417127 hasConcept C134306372 @default.
- W3141417127 hasConcept C143724316 @default.
- W3141417127 hasConcept C145162277 @default.
- W3141417127 hasConcept C151730666 @default.
- W3141417127 hasConcept C159877910 @default.
- W3141417127 hasConcept C159985019 @default.
- W3141417127 hasConcept C185429906 @default.
- W3141417127 hasConcept C192562407 @default.
- W3141417127 hasConcept C195561663 @default.
- W3141417127 hasConcept C204323151 @default.
- W3141417127 hasConcept C28826006 @default.
- W3141417127 hasConcept C33923547 @default.
- W3141417127 hasConcept C34388435 @default.
- W3141417127 hasConcept C65778772 @default.
- W3141417127 hasConcept C86803240 @default.
- W3141417127 hasConceptScore W3141417127C105795698 @default.
- W3141417127 hasConceptScore W3141417127C110121322 @default.
- W3141417127 hasConceptScore W3141417127C11683690 @default.
- W3141417127 hasConceptScore W3141417127C119047807 @default.
- W3141417127 hasConceptScore W3141417127C134306372 @default.
- W3141417127 hasConceptScore W3141417127C143724316 @default.
- W3141417127 hasConceptScore W3141417127C145162277 @default.
- W3141417127 hasConceptScore W3141417127C151730666 @default.
- W3141417127 hasConceptScore W3141417127C159877910 @default.
- W3141417127 hasConceptScore W3141417127C159985019 @default.
- W3141417127 hasConceptScore W3141417127C185429906 @default.
- W3141417127 hasConceptScore W3141417127C192562407 @default.
- W3141417127 hasConceptScore W3141417127C195561663 @default.
- W3141417127 hasConceptScore W3141417127C204323151 @default.
- W3141417127 hasConceptScore W3141417127C28826006 @default.
- W3141417127 hasConceptScore W3141417127C33923547 @default.
- W3141417127 hasConceptScore W3141417127C34388435 @default.
- W3141417127 hasConceptScore W3141417127C65778772 @default.
- W3141417127 hasConceptScore W3141417127C86803240 @default.
- W3141417127 hasLocation W31414171271 @default.
- W3141417127 hasOpenAccess W3141417127 @default.
- W3141417127 hasPrimaryLocation W31414171271 @default.
- W3141417127 hasRelatedWork W1964211927 @default.
- W3141417127 hasRelatedWork W2037422849 @default.
- W3141417127 hasRelatedWork W2296103349 @default.
- W3141417127 hasRelatedWork W2328562310 @default.
- W3141417127 hasRelatedWork W2520068653 @default.
- W3141417127 hasRelatedWork W2520696533 @default.
- W3141417127 hasRelatedWork W2740614908 @default.
- W3141417127 hasRelatedWork W2788810509 @default.
- W3141417127 hasRelatedWork W2885362480 @default.
- W3141417127 hasRelatedWork W2889103980 @default.
- W3141417127 hasRelatedWork W2926935521 @default.
- W3141417127 hasRelatedWork W2949562843 @default.
- W3141417127 hasRelatedWork W3015155911 @default.
- W3141417127 hasRelatedWork W3101274747 @default.
- W3141417127 hasRelatedWork W3123945639 @default.
- W3141417127 hasRelatedWork W3134560421 @default.
- W3141417127 hasRelatedWork W3162710936 @default.
- W3141417127 hasRelatedWork W3194322276 @default.
- W3141417127 hasRelatedWork W1994778340 @default.
- W3141417127 hasRelatedWork W2339927919 @default.
- W3141417127 isParatext "false" @default.
- W3141417127 isRetracted "false" @default.
- W3141417127 magId "3141417127" @default.
- W3141417127 workType "article" @default.