IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030): Difference between revisions

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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Uniform Limit Theory for Stationary Autoregression
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+Q4328700
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+REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
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+WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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+A similarity-based approach to time-varying coefficient non-stationary autoregression
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+NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS
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+A multivariate stochastic unit root model with an application to derivative pricing
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+Uniform Inference in Autoregressive Models
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+One-Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root
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+Towards a unified asymptotic theory for autoregression
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+Time Series Regression with a Unit Root
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+Asymptotics for linear processes
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466617000330
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@@ Property / OpenAlex ID @@
+W2747660939
@@ Property / OpenAlex ID: W2747660939 / rank @@
+Normal rank