UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564): Difference between revisions

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+UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
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+Fully Modified Least Squares and Vector Autoregression
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+Towards a unified asymptotic theory for autoregression
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+GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
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+ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
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+Indirect inference for dynamic panel models
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+Dependent central limit theorems and invariance principles
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+Q4124141
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+Fixed accuracy estimation of an autoregressive parameter
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+Efficient GMM and MD estimation of autoregressive models
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+Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Unbiased estimation as a solution to testing for random walks
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+Asymptotics for linear processes
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