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

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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+F05
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@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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+6578666
@@ Property / zbMATH DE Number: 6578666 / rank @@
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+chi-square
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@@ Property / zbMATH Keywords @@
+instrumentation
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@@ Property / zbMATH Keywords @@
+IVX methods
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@@ Property / zbMATH Keywords @@
+local to unity
@@ Property / zbMATH Keywords: local to unity / rank @@
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@@ Property / zbMATH Keywords @@
+mild integration
@@ Property / zbMATH Keywords: mild integration / rank @@
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@@ Property / zbMATH Keywords @@
+mild explosiveness
@@ Property / zbMATH Keywords: mild explosiveness / rank @@
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@@ Property / zbMATH Keywords @@
+predictive regression
@@ Property / zbMATH Keywords: predictive regression / rank @@
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@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
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+https://doi.org/10.1016/j.jeconom.2016.02.009
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+Long memory and regime switching
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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@@ Property / cites work @@
+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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+Normal rank
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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
@@ Property / cites work: Limit Theory for VARs with Mixed Roots Near Unity / rank @@
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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
@@ Property / cites work: Asymptotics for linear processes / rank @@
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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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@@ links / mardi / name / links / mardi / name @@
+Publication:281052