Robust inference in nonstationary time series models (Q527996)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Robust inference in nonstationary time series models
scientific article

    Statements

    Robust inference in nonstationary time series models (English)
    0 references
    0 references
    12 May 2017
    0 references
    0 references
    cointegration
    0 references
    \(M\)-estimation
    0 references
    robust inference
    0 references
    structural change
    0 references
    unit root
    0 references
    0 references
    0 references
    0 references
    0 references