Nonlinearity and temporal dependence
From MaRDI portal
Publication:2630203
DOI10.1016/j.jeconom.2009.10.001zbMath1431.62600OpenAlexW2149189274WikidataQ56485384 ScholiaQ56485384MaRDI QIDQ2630203
Lars Peter Hansen, Marine Carrasco, Xiaohong Chen
Publication date: 25 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2009s-17.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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