Pages that link to "Item:Q1421319"
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The following pages link to Nonlinear instrumental variable estimation of an autoregression. (Q1421319):
Displayed 15 items.
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Recursive demeaning and deterministic seasonality (Q1779676) (← links)
- Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
- Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
- Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
- Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)