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