STOCHASTIC UNIT ROOT MODELS (Q3434190)

From MaRDI portal

Revision as of 16:55, 25 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	STOCHASTIC UNIT ROOT MODELS	scientific article

Statements

scholarly article

0 references

STOCHASTIC UNIT ROOT MODELS (English)

0 references

Christian Gouriéroux

0 references

Christian Y. Robert

0 references

Econometric Theory

0 references

publication date

23 April 2007

0 references

MaRDI profile type

MaRDI publication profile

0 references

Basic properties of strong mixing conditions. A survey and some open questions

0 references

Threshold Cointegration

0 references

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

0 references

A simple nonlinear time series model with misleading linear properties

0 references

An introduction to stochastic unit-root processes

0 references

0 references

Memory and infrequent breaks

0 references

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

0 references

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

0 references

Identifiers

zbMATH Open document ID

0 references

10.1017/S0266466606060518

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3434190

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3434190&oldid=34935702"