Heteroskedastic cointegration (Q1203087): Difference between revisions

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+Strong consistency of least squares estimates in dynamic models
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION
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+A functional central limit theorem for weakly dependent sequences of random variables
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+A maximal inequality and dependent strong laws
@@ Property / cites work: A maximal inequality and dependent strong laws / rank @@
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Multiple Time Series Regression with Integrated Processes
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+On consistency in time series analysis
@@ Property / cites work: On consistency in time series analysis / rank @@
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
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+https://doi.org/10.1016/0304-4076(92)90103-x
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+W4234184362
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