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

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6576083
@@ Property / zbMATH DE Number: 6576083 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility
@@ Property / zbMATH Keywords: volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationary nonlinear heteroskedasticity
@@ Property / zbMATH Keywords: nonstationary nonlinear heteroskedasticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regression with heteroskedastic errors
@@ Property / zbMATH Keywords: regression with heteroskedastic errors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spurious regression
@@ Property / zbMATH Keywords: spurious regression / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2019858642
@@ Property / OpenAlex ID: W2019858642 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Index models with integrated time series
@@ Property / cites work: Index models with integrated time series / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression with Nonstationary Volatility
@@ Property / cites work: Regression with Nonstationary Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory
+Normal rank
@@ Property / cites work @@
+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Nonstationary nonlinear heteroskedasticity.
@@ Property / cites work: Nonstationary nonlinear heteroskedasticity. / rank @@
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Q5708631
@@ Property / cites work: Q5708631 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:278499