Pages that link to "Item:Q278238"
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The following pages link to Limit theory for moderate deviations from a unit root (Q278238):
Displaying 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- Weak convergence in the near unit root setting (Q385116) (← 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)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Limit theory for mildly integrated process with intercept (Q1787286) (← 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)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← 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)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
- Periodogram ordinate: spatial model with near unit roots and dependent errors (Q2288774) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- Sequential monitoring for changes from stationarity to mild non-stationarity (Q2295810) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Moderate deviations in a class of stable but nearly unstable processes (Q2306247) (← links)
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647) (← links)
