Nonlinear persistence and copersistence
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- Christian Gourieroux & Joanna Jasiak, 1999. "Nonlinear Persistence and Copersistence," Working Papers 99-63, Center for Research in Economics and Statistics.
- Christian Gourieroux & Joann Jasiak, 1999. "Nonlinear Persistence and Copersistence," Working Papers 2000_1, York University, Department of Economics.
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Non-linear Functions of Non-Stationary Data Can be Stationary
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2013-02-27 03:17:00
More about this item
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-06-29 (All new papers)
- NEP-ECM-2000-06-29 (Econometrics)
- NEP-ETS-2000-06-29 (Econometric Time Series)
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