ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
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Publication:6042893
Cites work
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 3083049 (Why is no real title available?)
- An angular transformation for the serial correlation coefficient
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- Asymptotics for linear processes
- Dating the timeline of financial bubbles during the subprime crisis
- Edgeworth expansions in Gaussian autoregression
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- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes
- Folklore theorems, implicit maps, and indirect inference
- Limit theory for moderate deviations from a unit root
- Normalizing transformations of some statistics in multivariate analysis
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- On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
- One-dimensional inference in autoregressive models with the potential presence of a unit root
- Regression Theory for Near-Integrated Time Series
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
- Smoothing local-to-moderate unit root theory
- Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
- Testing for multiple bubbles: limit theory of real-time detectors
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Time Series Regression with a Unit Root
- Towards a unified asymptotic theory for autoregression
- Uniform Inference in Autoregressive Models
- Uniform Limit Theory for Stationary Autoregression
- Uniform asymptotic normality in stationary and unit root autoregression
Cited in
(7)- Inference in Linear Time Series Models with some Unit Roots
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- Jackknife estimation with a unit root
- Robust inference with stochastic local unit root regressors in predictive regressions
- Testing for explosive bubbles: a review
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
- Robust testing for explosive behavior with strongly dependent errors
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