Pages that link to "Item:Q1858976"
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The following pages link to Nonstationary nonlinear heteroskedasticity. (Q1858976):
Displaying 16 items.
- Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
- Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Nonlinearity Induced Weak Instrumentation (Q5080464) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)