Pages that link to "Item:Q738138"
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The following pages link to ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138):
Displaying 6 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- GARCH with omitted persistent covariate (Q485597) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)