A regime switching long memory model for electricity prices (Q291856): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.07.021
@@ Property / DOI: 10.1016/j.jeconom.2005.07.021 / rank @@
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+https://doi.org/10.1016/j.jeconom.2005.07.021
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+W3124738382
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Long memory processes and fractional integration in econometrics
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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+EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
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+Testing for a unit root in time series regression
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.07.021
@@ Property / DOI: 10.1016/J.JECONOM.2005.07.021 / rank @@
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