Persistence In Nonlinear Time Series: A Nonparametric Approach
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- Linton, O. & Whang, Y-J. & Yen, Y., 2018. "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Cambridge Working Papers in Economics 1880, Faculty of Economics, University of Cambridge.
- Oliver Linton & YOON-JAE WHANG & Yu-Min Yen, 2018. "The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses," Working Paper Series no110, Institute of Economic Research, Seoul National University.
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