On robust estimation for moderate deviations from a unit root
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Cites work
- A limit theorem for mildly explosive autoregression with stable errors
- A new regression model: modal linear regression
- Asymptotic inference for nearly nonstationary AR(1) processes
- Dynamic Vector Mode Regression
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
- Folklore theorems, implicit maps, and indirect inference
- How to estimate autoregressive roots near unity
- Limit theory for moderate deviations from a unit root
- Linear mode regression with covariate measurement error
- Local modal regression
- Mildly explosive autoregression under stationary conditional heteroskedasticity
- Modal regression using kernel density estimation: a review
- Mode regression
- Nonlinear kernel mode‐based regression for dependent data
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Nonparametric modal regression
- Nonparametric modal regression in the presence of measurement error
- Nonparametric statistical learning based on modal regression
- Parametric modal regression with autocorrelated error process
- Quadratic mode regression
- Quantile regression approach to conditional mode estimation
- Regression towards the mode
- Semiparametric partially linear varying coefficient modal regression
- Semi‐linear mode regression
- The EM Algorithm and Extensions, 2E
- The Influence Curve and Its Role in Robust Estimation
- Towards a unified asymptotic theory for autoregression
- Uniform Limit Theory for Stationary Autoregression
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