Strong Approximations for Nonlinear Transformations of Integrated Time Series
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Cited by:
- Park, Joon, 2003. "Nonstationary Nonlinearity: An Outlook for New Opportunities," Working Papers 2003-05, Rice University, Department of Economics.
- Chang, Yoosoon, 2003. "Nonlinear IV Panel Unit Root Tests," Working Papers 2003-06, Rice University, Department of Economics.
- Chung, Heetaik & Park, Joon Y., 2007.
"Nonstationary nonlinear heteroskedasticity in regression,"
Journal of Econometrics, Elsevier, vol. 137(1), pages 230-259, March.
- Joon Y. Park & Heetaik Chung, 2004. "Nonstationary Nonlinear Heteroskedasticity in Regression," Econometric Society 2004 Far Eastern Meetings 508, Econometric Society.
- Park, Joon & Chung, Heetaik, 2005. "Nonstationary Nonlinear Heteroskedasticity in Regression," Working Papers 2004-02, Rice University, Department of Economics.
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