<i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182): Difference between revisions
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| Property / cites work: M-estimation for autoregression with infinite variance / rank | |||
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| Property / cites work: Q3911791 / rank | |||
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| Property / cites work: Adaptive estimation of cointegrating regressions with ARMA errors / rank | |||
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| Property / cites work: On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models / rank | |||
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| Property / cites work: An outlier robust unit root test with an application to the extended Nelson-Plosser data / rank | |||
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| Property / cites work: Regression with integrated regressors / rank | |||
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| Property / cites work: UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION / rank | |||
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Latest revision as of 16:25, 7 June 2024
scientific article; zbMATH DE number 2118744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>M</i>‐Estimation for regressions with integrated regressors and arma errors |
scientific article; zbMATH DE number 2118744 |
Statements
<i>M</i>‐Estimation for regressions with integrated regressors and arma errors (English)
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24 November 2004
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\(M\)-estimators
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regressions with integrated regressors
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ARMA errors
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endogeneity
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serial correlation
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