NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE

DOI10.1017/S0266466613000510zbMath1314.01025OpenAlexW2065102436MaRDI QIDQ2878822

Joon Y. Park

Publication date: 5 September 2014

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466613000510

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Biographies, obituaries, personalia, bibliographies (01A70) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (2)

Testing for stationarity at high frequency ⋮ NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY

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