Nonlinearity, cyclicity, and persistence in consumption and income relationships: research in honor of Melvin J. Hinich
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Recommendations
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Cites work
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- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test
Cited in
(5)- Some analysis of the long-run time series properties of consumption and income in the U.K
- Long-run and short-run co-movement in UK consumption and income
- Specification testing for nonlinear multivariate cointegrating regressions
- The consumption-wealth ratio under asymmetric adjustment
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
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