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

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