LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345): Difference between revisions

@@ Property / cites work @@
+Discretization error in simulation of one-dimensional reflecting Brownian motion
+Normal rank
@@ Property / cites work @@
+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
+Normal rank
@@ Property / cites work @@
+Nonlinear Econometric Models with Deterministically Trending Variables
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+On the Definitions of (Co-)integration
@@ Property / cites work: On the Definitions of (Co-)integration / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
+Normal rank
@@ Property / cites work @@
+Testing the unit root hypothesis using generalized range statistics
+Normal rank
@@ Property / cites work @@
+Threshold Autoregression with a Unit Root
@@ Property / cites work: Threshold Autoregression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE  BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
+Normal rank
@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+Vector equilibrium correction models with non‐linear discontinuous adjustments
+Normal rank