Inference in Autoregression under Heteroskedasticity (Q3440759): Difference between revisions

@@ Property / author @@
-Ke-Li Xu
@@ Property / author: Ke-Li Xu / rank @@
-Normal rank
@@ Property / author @@
+Ke-Li Xu
@@ Property / author: Ke-Li Xu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2005.00466.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2097465962
@@ Property / OpenAlex ID: W2097465962 / rank @@
+Normal rank
@@ Property / cites work @@
+Chi-Square Diagnostic Tests for Econometric Models: Theory
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
+Normal rank
@@ Property / cites work @@
+On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Asymptotics for unit root tests under Markov regime‐switching
+Normal rank
@@ Property / cites work @@
+Unit Root Tests under Time-Varying Variances
@@ Property / cites work: Unit Root Tests under Time-Varying Variances / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in time series models with non-stationary volatility
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of volatility models with serially dependent innovations
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
+Normal rank
@@ Property / cites work @@
+Large sample properties of parameter least squares estimates for time‐varying arma models
+Normal rank
@@ Property / cites work @@
+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the presence of a variance shift
+Normal rank
@@ Property / cites work @@
+Unit root tests with a break in innovation variance.
+Normal rank
@@ Property / cites work @@
+Optimal instrumental variables estimation for ARMA models
+Normal rank
@@ Property / cites work @@
+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
+Normal rank
@@ Property / cites work @@
+Distribution theory for unit root tests with conditional heteroskedasticity
+Normal rank