CQR-based inference for the infinite-variance nearly nonstationary autoregressive models

Author(s):  
Ke-Ang Fu ◽  
Jialin Ni ◽  
Yajuan Dong
2012 ◽  
Vol 142 (9) ◽  
pp. 2545-2553 ◽  
Author(s):  
Ganggang Xu ◽  
Yanbiao Xiang ◽  
Suojin Wang ◽  
Zhengyan Lin

2012 ◽  
Vol 107 ◽  
pp. 319-335 ◽  
Author(s):  
Chafik Bouhaddioui ◽  
Kilani Ghoudi

2010 ◽  
Vol 80 (17-18) ◽  
pp. 1420-1430 ◽  
Author(s):  
Jinyu Li ◽  
Wei Liang ◽  
Shuyuan He ◽  
Xianbin Wu

1989 ◽  
Vol 1 (1) ◽  
pp. 235-246
Author(s):  
J. Richard Houghton ◽  
Peitao Shen

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