Trend stationarity versus long-range dependence in time series analysis
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Cites work
- Alternative forms of fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional integration, trend stationarity and difference stationarity
- scientific article; zbMATH DE number 1211743 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
- Long memory processes and fractional integration in econometrics
- Non-stationary log-periodogram regression
- Residual log-periodogram inference for long-run relationships
- Semiparametric fractional cointegration analysis
- Spurios regression theory with nonstationary fractionally integrated processes
- The average periodogram for nonstationary vector time series
- Time Series Regression with a Unit Root
- Trends versus Random Walks in Time Series Analysis
- Weak convergence of multivariate fractional processes
Cited in
(10)- Trends in distributional characteristics: existence of global warming
- Fractional cointegration in the presence of linear trends
- Discrimination between monotonic trends and long-range dependence
- Trends versus Random Walks in Time Series Analysis
- ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
- Testing catching-up between the developing countries: ``Growth resistance and sometimes ``growth tragedy
- Infant mortality rates: time trends and fractional integration
- The Periodogram of fractional processes1
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
- Fractional integration, trend stationarity and difference stationarity
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