Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710): Difference between revisions

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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Some asymptotic theory for the bootstrap
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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Threshold Autoregression with a Unit Root
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Testing for threshold autoregression
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+Normal rank
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+Q4272484
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+Q3486695
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+Q3753259
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
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+Q3911791
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Inference in TAR Models
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+SOME RESAMPLING PROCEDURES UNDER SYMMETRY
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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
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+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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+Bootstrapping forecast intervals in ARCH models
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Distribution theory for unit root tests with conditional heteroskedasticity
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+Q3395931
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+Q3999154
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+Testing for threshold autoregression with conditional heteroscedasticity
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+Q4947010
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