Pages that link to "Item:Q4730643"
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The following pages link to EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION (Q4730643):
Displaying 8 items.
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR (Q4540749) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
