Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995): Difference between revisions

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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Hybrid and Size-Corrected Subsampling Methods
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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
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+Generalized autoregressive conditional heteroscedasticity
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Mixing: Properties and examples
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+Confidence intervals for autoregressive coefficients near one
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+Uniform Limit Theory for Stationary Autoregression
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
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+Continuous Time Approximations to GARCH and Stochastic Volatility Models
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+Uniform Inference in Autoregressive Models
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+Tests for Unit Roots and the Initial Condition
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+Testing the autoregressive parameter with the t statistic
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Towards a unified asymptotic theory for autoregression
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+Limit theory for moderate deviations from a unit root
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+Distribution theory for unit root tests with conditional heteroskedasticity
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