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Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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2
Sample path properties of an explosive double autoregressive model
Liu, Feng
;
Li, Dong
;
Kang, Xinmei
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 484-490
Persistent link: https://www.econbiz.de/10012039365
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