Pages that link to "Item:Q4585028"
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The following pages link to STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028):
Displaying 8 items.
- Breaks in persistence in fixed-\(T\) panel data (Q2043150) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
