Energy · 2019 · 60 citations · 40 references
Social SciencesBusiness EconomicsEconomicsEconometricsMacroeconomicsTime Series AnalysisBusiness CyclesDependence ModelingGreenhouse Gas AccountingMarkov ChainsMarkov ProcessesTemporal Dependence ModelingCopula EstimationCopula ModelsDependence StructureMarkov Copula Models
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Testing for a unit root in time series regression
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Conditional Heteroskedasticity in Asset Returns: A New Approach
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