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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Nonlinearity and temporal dependence
Chen, Xiaohong (contributor); Hansen, Lars Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724264
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000974391
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389305
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000843670
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Weak [sigma]-convergence : theory and applications
Kong, Jianning; Phillips, Peter C. B.; Sul, Donggyu - 2017
Persistent link: https://www.econbiz.de/10011647640
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510