Pages that link to "Item:Q2769701"
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The following pages link to On some new results for cointegrated processes with infinite variance innovations (Q2769701):
Displaying 4 items.
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)