Pages that link to "Item:Q4859504"
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The following pages link to Regression with Nonstationary Volatility (Q4859504):
Displayed 34 items.
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Causality effects in return volatility measures with random times (Q737283) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)