Pages that link to "Item:Q290982"
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The following pages link to Testing for unit root processes in random coefficient autoregressive models (Q290982):
Displaying 9 items.
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations (Q2345655) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
