A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994): Difference between revisions

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+Bootstrapping unstable first-order autoregressive processes
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+Efficient Tests for an Autoregressive Unit Root
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+Towards a unified asymptotic theory for autoregression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Inference in Linear Time Series Models with some Unit Roots
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