Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052): Difference between revisions

@@ 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/10.1016/j.jeconom.2016.02.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2252586811
@@ Property / OpenAlex ID: W2252586811 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Regression Models with Nearly Integrated Regressors
+Normal rank
@@ Property / cites work @@
+Nonlinearity Induced Weak Instrumentation
@@ Property / cites work: Nonlinearity Induced Weak Instrumentation / rank @@
+Normal rank
@@ Property / cites work @@
+Predictive quantile regression with persistent covariates: IVX-QR approach
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
+Normal rank
@@ Property / cites work @@
+Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Regression Theory for Near-Integrated Time Series
@@ Property / cites work: Regression Theory for Near-Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Unit root log periodogram regression
@@ Property / cites work: Unit root log periodogram regression / rank @@
+Normal rank
@@ Property / cites work @@
+Predictive regression under various degrees of persistence and robust long-horizon regression
+Normal rank
@@ Property / cites work @@
+Limit Theory for VARs with Mixed Roots Near Unity
@@ Property / cites work: Limit Theory for VARs with Mixed Roots Near Unity / rank @@
+Normal rank
@@ Property / cites work @@
+UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&amp;P 500
+Normal rank
@@ Property / cites work @@
+TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
+Normal rank
@@ Property / cites work @@
+Dating the timeline of financial bubbles during the subprime crisis
+Normal rank
@@ Property / cites work @@
+Strong invariance principles for dependent random variables
+Normal rank