Pages that link to "Item:Q132724"

The following pages link to LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724):

Displaying 16 items.

• ivx (Q132728) (← links)
• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
• Enhancing the local power of IVX-based tests in predictive regressions (Q485604) (← links)
• Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
• Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
• Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
• Mildly explosive autoregression with mixing innovations (Q684059) (← links)
• Perpetual learning and apparent long memory (Q1657333) (← links)
• Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
• Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
• Residual-augmented IVX predictive regression (Q2116346) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) (Q5397931) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)