Pages that link to "Item:Q1099564"
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The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564):
Displaying 50 items.
- On spurious regressions with partial unit root processes (Q1672774) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Bounded integrated processes and unit root tests (Q1766955) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Canonical correlation and reduction of multiple time series (Q1895419) (← links)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
- Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
- Asymptotic expansions in non-central limit theorems for quadratic forms (Q2576799) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
