Pages that link to "Item:Q299219"
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The following pages link to Time series properties of ARCH processes with persistent covariates (Q299219):
Displaying 8 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- Level changes in volatility models (Q470520) (← links)
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- Semiparametric inference in a GARCH-in-mean model (Q738173) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)
