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Zhang, Yonghui; Zhou, Qiankun; Jiang, Li Panel kink regression with an unknown threshold. (English) Zbl 1401.62184 Econ. Lett. 157, 116-121 (2017). MSC: 62M10 62F03 62E20 62P20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Econ. Lett. 157, 116--121 (2017; Zbl 1401.62184) Full Text: DOI
Lee, Oesook; Lee, Jungwha The functional central limit theorem for the multivariate MS-ARMA-GARCH model. (English) Zbl 1311.62146 Econ. Lett. 125, No. 3, 331-335 (2014). MSC: 62M10 60F17 60J10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{J. Lee}, Econ. Lett. 125, No. 3, 331--335 (2014; Zbl 1311.62146) Full Text: DOI
Lee, O. The functional central limit theorem for ARMA-GARCH processes. (English) Zbl 1288.60042 Econ. Lett. 121, No. 3, 432-435 (2013). MSC: 60F17 62M10 60G10 PDFBibTeX XMLCite \textit{O. Lee}, Econ. Lett. 121, No. 3, 432--435 (2013; Zbl 1288.60042) Full Text: DOI
Dalkir, Mehmet Spurious correlation under fractional integration in output series. (English) Zbl 1203.91231 Econ. Lett. 107, No. 2, 165-168 (2010). MSC: 91B84 91B82 62M10 PDFBibTeX XMLCite \textit{M. Dalkir}, Econ. Lett. 107, No. 2, 165--168 (2010; Zbl 1203.91231) Full Text: DOI
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