ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS

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scientific article; zbMATH DE number 765034 (Why is no real title available?)
scientific article; zbMATH DE number 3083049 (Why is no real title available?)
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Cited in

(12)

Robust inference with stochastic local unit root regressors in predictive regressions
Asymptotic properties of the estimators in mildly stable unit root process
Testing for explosive bubbles: a review
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
Robust testing for explosive behavior with strongly dependent errors
An empirical likelihood-based Portmanteau test for the autoregressive model regardless of its properties
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
The unit-root revolution revisited: where do non-standard sampling distributions and related conundrums stem from?
Jackknife estimation with a unit root
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
Speculative bubbles in the recent AI boom: Nasdaq and the Magnificent Seven

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