Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293): Difference between revisions

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+NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES
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+Estimation in Random Coefficient Autoregressive Models
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Estimation in nonstationary random coefficient autoregressive models
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+TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
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+NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL
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+Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
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+Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
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+NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS
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+IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
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+THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
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+UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
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+FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
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+TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
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