UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623): Difference between revisions

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+Multiple Time Series Regression with Integrated Processes
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+Time Series Regression with a Unit Root
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+Examination of Some More Powerful Modifications of the Dickey–Fuller Test
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+A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept
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+Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Tests for Unit Roots and the Initial Condition
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+Minimizing the impact of the initial condition on testing for unit roots
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+ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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+LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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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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+Limit theory for moderate deviations from a unit root
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
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