The following pages link to STOCHASTIC UNIT ROOT MODELS (Q3434190):
Displaying 9 items.
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Duration time-series models with proportional hazard (Q3608189) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- Stochastic specification and the international GDP series (Q4549739) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
