Pages that link to "Item:Q2630165"

The following pages link to Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165):

Displayed 8 items.

• Nonstationary nonlinear heteroskedasticity in regression (Q278499) ‎ (← links)
• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) ‎ (← links)
• Extracting a common stochastic trend: theory with some applications (Q302195) ‎ (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) ‎ (← links)
• Learning can generate long memory (Q2294508) ‎ (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) ‎ (← links)
• Nonlinearity Induced Weak Instrumentation (Q5080464) ‎ (← links)
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) ‎ (← links)