scientific article

zbMath1380.62015MaRDI QIDQ2971502

Timo Teräsvirta

Publication date: 5 April 2017

Full work available at URL: http://www.ejpam.com/index.php/ejpam/article/view/2952

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinearitycointegrationnonstationaritytesting linearity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

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