Pages that link to "Item:Q341895"
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The following pages link to Forecasting cointegrated nonstationary time series with time-varying variance (Q341895):
Displaying 3 items.
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- Forecasting vector autoregressions with mixed roots in the vicinity of unity (Q6049842) (← links)