STOCHASTIC UNIT ROOT MODELS (Q3434190): Difference between revisions

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+Basic properties of strong mixing conditions. A survey and some open questions
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+Threshold Cointegration
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A simple nonlinear time series model with misleading linear properties
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+An introduction to stochastic unit-root processes
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+Q3327591
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+Memory and infrequent breaks
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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