The following pages link to Nonlinear stochastic trends (Q1372923):
Displaying 12 items.
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
- Some generalizations on the algebra of I(1) processes (Q1260678) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations (Q1688367) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- (Q2971502) (← links)
- Recurrence and Transience of Near-Critical Multivariate Growth Models: Criteria and Examples (Q3179787) (← links)
- MODELS THAT GENERATE TRENDS (Q3823489) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
