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Keyword [Unit root]
Result: 21 - 40 | Page: 2 of 3
21.
Persistence Variation Point Test
22.
Interval Estimation Of The Tail Index Of A Unit Root Model With GARCH Errors
23.
(1) Structural Change Point Analysis Of The Model Moderate Explosion AR
24.
From The Unit Root Process To The Stationary Process Of Statistical Inference
25.
Bayesian Analysis Of Financial Econometric Unit Root And Cointegration Models Based On Variance Gamma
26.
Theoretical Frontier Extensions And Applications Of Moderate Deviations From A Unit Root
27.
Mean Change And Unit Root Test With Long Memory Series
28.
Study On Tests Of Heavy Tailed Dependent Sequences With Time Varying Scales
29.
Research On The Housing Prices Of China Based On The Common Correlated Effects Estimator
30.
Unit Root Test And Empirical Research Based On Estar Process
31.
A Study On The Specification Of STAR-GARCH Model
32.
The Research On The Phenomenon Of Unemployment Hysteresis Based On Panel Unit Root Test Allowing For Structural Breaks
33.
Two Tests For Change In Persistence
34.
Least Absolute Deviation Estimation For AR(1)Process With A Nearly Unit Root
35.
Random Unit Root Model Under Generalized Error Distribution
36.
Inference for nonstandard MA and noncausal VAR models
37.
Three essays on applied time series econometrics
38.
Testing international finance equilibrium relationships with a Fourier series to capture structural change
39.
Essays on nonlinear transformations of nonstationary time series
40.
Essays on the decomposition of macroeconomic time series into permanent and transitory components
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