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Non-stationary regression with logistic transition
Chang, Yoosoon; Jiang, Bibo; Park, Joon Y. - In: The econometrics journal 15 (2012) 2, pp. 255-287
Persistent link: https://www.econbiz.de/10009614926
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Non‐stationary regression with logistic transition
Chang, Yoosoon; Jiang, Bibo; Park, Joon - In: Econometrics Journal 15 (2012) 2, pp. 255-287
Persistent link: https://www.econbiz.de/10011005096
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Testing for stationarity at high frequency
Jiang, Bibo; Lu, Ye; Park, Joon Y. - In: Journal of econometrics 215 (2020) 2, pp. 341-374
Persistent link: https://www.econbiz.de/10012439463