A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

B-Tier
Journal: Econometric Theory
Year: 2007
Volume: 23
Issue: 2
Pages: 201-220

Authors (2)

Aue, Alexander (not in RePEc) Horváth, Lajos (University of Utah)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We discuss the limiting behavior of the serial correlation coefficient in mildly explosive autoregression, where the error sequence is in the domain of attraction of an α-stable law, α ∈ (0,2]. Therein, the autoregressive coefficient ρ = ρn > 1 is assumed to satisfy the condition ρn → 1 such that n(ρn − 1) → ∞ as n → ∞. In contrast to the vast majority of existing literature in the area, no specific form of ρ is required. We show that the serial correlation coefficient converges in distribution to a ratio of two independent stable random variables.The authors thank P.C.B. Phillips and two anonymous referees for a very careful reading of the manuscript, pointing out several mistakes, and providing shorter and simpler proofs. This research was partially supported by NATO grant PST.EAP.CLG 980599 and NSF-OTKA grant INT-0223262. This work was done while the first author was at the University of Utah.

Technical Details

RePEc Handle
repec:cup:etheor:v:23:y:2007:i:02:p:201-220_07
Journal Field
Econometrics
Author Count
2
Added to Database
2026-02-02