Chan, Ngai Hang; Zhang, Rongmao Cointegration rank estimation for high-dimensional time series with breaks. (English) Zbl 07767603 Stat. Sin. 33, Spec. Iss., 1193-1217 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R. Zhang}, Stat. Sin. 33, 1193--1217 (2023; Zbl 07767603) Full Text: DOI
Guo, Feifei; Ling, Shiqing; Mi, Zichuan Automated estimation of heavy-tailed vector error correction models. (English) Zbl 07601233 Stat. Sin. 32, No. 4, 2171-2198 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Guo} et al., Stat. Sin. 32, No. 4, 2171--2198 (2022; Zbl 07601233) Full Text: DOI
Tu, Yundong; Yao, Qiwei; Zhang, Rongmao Error-correction factor models for high-dimensional cointegrated time series. (English) Zbl 1454.62273 Stat. Sin. 30, No. 3, 1463-1484 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62M10 60G18 46N30 62P20 PDFBibTeX XMLCite \textit{Y. Tu} et al., Stat. Sin. 30, No. 3, 1463--1484 (2020; Zbl 1454.62273) Full Text: DOI Link
Wang, Qiying; Zhu, Ke On a measure of lack of fit in nonlinear cointegrating regression with endogeneity. (English) Zbl 1444.62089 Stat. Sin. 30, No. 1, 371-396 (2020). MSC: 62J02 62G10 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{K. Zhu}, Stat. Sin. 30, No. 1, 371--396 (2020; Zbl 1444.62089) Full Text: DOI
Wang, Man; Chan, Ngai Hang; Yau, Chun Yip Nonlinear error correction model and multiple-threshold cointegration. (English) Zbl 1356.62157 Stat. Sin. 26, No. 4, 1479-1498 (2016). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{M. Wang} et al., Stat. Sin. 26, No. 4, 1479--1498 (2016; Zbl 1356.62157) Full Text: DOI
Lin, Zhengyan; Li, Degui; Chen, Jia Local linear M-estimators in null recurrent time series. (English) Zbl 1191.62149 Stat. Sin. 19, No. 4, 1683-1703 (2009). MSC: 62M10 62F12 62M05 62J05 65C60 PDFBibTeX XMLCite \textit{Z. Lin} et al., Stat. Sin. 19, No. 4, 1683--1703 (2009; Zbl 1191.62149) Full Text: Link
Chow, Gregory C. Econometrics and economic policy. (English) Zbl 0978.62108 Stat. Sin. 11, No. 3, 631-650 (2001). MSC: 62P20 PDFBibTeX XMLCite \textit{G. C. Chow}, Stat. Sin. 11, No. 3, 631--650 (2001; Zbl 0978.62108)