Optimal estimation under nonstandard conditions (Q528003): Difference between revisions

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-.1016/j.jeconom.2012.01.025
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+On convergence of posterior distributions
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+UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
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+Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
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+Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
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+Asymptotics in statistics: some basic concepts
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+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
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+Time Series Regression with a Unit Root
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+Asymptotic Statistics
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+.1016/J.JECONOM.2012.01.025
@@ Property / DOI: 10.1016/J.JECONOM.2012.01.025 / rank @@
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