Pages that link to "Item:Q3652623"

The following pages link to UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623):

Displaying 19 items.

• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
• Double asymptotics for explosive continuous time models (Q284296) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Bootstrapping I(1) data (Q736677) (← links)
• Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Optimal jackknife for unit root models (Q2344879) (← links)
• Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
• NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION (Q2890702) (← links)
• UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
• FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (Q4569582) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF <i>ECONOMETRIC THEORY</i> ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS (Q5051515) (← links)
• LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
• TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (Q5744882) (← links)
• Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)