2 papers
econ.EM2021
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
Chaohua Dong, Jiti Gao, Bin Peng +1
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regress…
econ.EM2019
Analyzing China's Consumer Price Index Comparatively with that of United States
Zhenzhong Wang, Yundong Tu, Song Xi Chen
This paper provides a thorough analysis on the dynamic structures and predictability of China's Consumer Price Index (CPI-CN), with a comparison to those of the United States. Desp…