Nonstationary nonlinear heteroskedasticity in regression (Q278499): Difference between revisions

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+W2019858642
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+Generalized autoregressive conditional heteroscedasticity
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+Index models with integrated time series
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Spurious regressions in econometrics
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+Q3911791
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+Regression with Nonstationary Volatility
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+Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory
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+Canonical Cointegrating Regressions
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+Nonstationary nonlinear heteroskedasticity.
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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