STOCHASTIC UNIT ROOT MODELS (Q3434190): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
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@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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@@ Property / cites work @@
+A simple nonlinear time series model with misleading linear properties
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@@ Property / cites work @@
+An introduction to stochastic unit-root processes
@@ Property / cites work: An introduction to stochastic unit-root processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3327591
@@ Property / cites work: Q3327591 / rank @@
+Normal rank
@@ Property / cites work @@
+Memory and infrequent breaks
@@ Property / cites work: Memory and infrequent breaks / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466606060518
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@@ Property / OpenAlex ID @@
+W2104191808
@@ Property / OpenAlex ID: W2104191808 / rank @@
+Normal rank