Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558): Difference between revisions

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+MaRDI publication profile
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+Unbiased estimation as a solution to testing for random walks
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+The Influence of VAR Dimensions on Estimator Biases
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+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+Maximum likelihood type estimation for nearly nonstationary autoregressive time series
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing For Unit Roots: 1
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+Testing for a unit root nonstationarity in multivariate autoregressive time series
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+Pseudo Maximum Likelihood Methods: Theory
@@ Property / cites work: Pseudo Maximum Likelihood Methods: Theory / rank @@
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+Q3723487
@@ Property / cites work: Q3723487 / rank @@
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+Classical and Bayesian aspects of robust unit root inference
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+Q3130269
@@ Property / cites work: Q3130269 / rank @@
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+Q3940695
@@ Property / cites work: Q3940695 / rank @@
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+Influence functionals for time series (with discussion)
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Inference in a nearly integrated autoregressive model with nonnormal innovations
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+Q3683344
@@ Property / cites work: Q3683344 / rank @@
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case II
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+High breakdown-point and high efficiency robust estimates for regression
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