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Modeling long cycles
Kang, Da Natasha; Marmer, Vadim - In: Journal of econometrics 242 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015075200
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Non-stationary log-periodogram regression
Valasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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Index models with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Journal of econometrics 114 (2003) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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State-domain change point detection for nonlinear time series regression
Cui, Yan; Yang, Jun; Zhou, Zhou - In: Journal of econometrics 234 (2023) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
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Quantiles, expectiles and splines
Rossi, Giuliano De; Harvey, Andrew C. - In: Journal of econometrics 152 (2009) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10003892738
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A consistent nonparametric test for nonlinear causality : specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10009374481
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Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
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Functional coefficient regression models with time trend
Liang, Zhongwen; Li, Qi - In: Journal of econometrics 170 (2012) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10009673164