Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995): Difference between revisions

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-.1016/j.jeconom.2012.01.017
@@ Property / DOI: 10.1016/j.jeconom.2012.01.017 / rank @@
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-Donald W. K. Andrews
@@ Property / author: Donald W. K. Andrews / rank @@
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+MaRDI publication profile
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+W3125469818
@@ Property / OpenAlex ID: W3125469818 / rank @@
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
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+Generalized autoregressive conditional heteroscedasticity
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+Asymptotic inference for nearly nonstationary AR(1) processes
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@@ Property / DOI @@
+.1016/J.JECONOM.2012.01.017
@@ Property / DOI: 10.1016/J.JECONOM.2012.01.017 / rank @@
+Normal rank