CQR-based inference for the infinite-variance nearly nonstationary autoregressive models
2012 ◽
Vol 142
(9)
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pp. 2545-2553
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2012 ◽
Vol 107
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pp. 319-335
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2020 ◽
Vol 36
(12)
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pp. 1395-1416
2012 ◽
Vol 40
(1-2)
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pp. 399-413
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Keyword(s):
2005 ◽
Vol 67
(3)
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pp. 381-393
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2010 ◽
Vol 80
(17-18)
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pp. 1420-1430
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Keyword(s):