Pages that link to "Item:Q1298480"

The following pages link to Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480):

Displaying 30 items.

• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
• On the Dickey-Fuller test with white standard errors (Q451360) (← links)
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
• Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
• A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
• A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
• On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
• The finite-sample performance of robust unit root tests (Q1880326) (← links)
• Simulation analysis of threshold autoregressive unit root tests (Q1952675) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358) (← links)
• A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
• Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
• Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data (Q3017851) (← links)
• Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
• A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
• On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
• PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
• EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
• The robustness of modified unit root tests in the presence of GARCH (Q3437390) (← links)
• Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
• A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
• Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
• A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
• On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
• Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)