Pages that link to "Item:Q277158"

The following pages link to Unit root log periodogram regression (Q277158):

Displaying 18 items.

• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
• Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
• Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
• On convergence to stochastic integrals (Q325886) (← links)
• Bootstrapping I(1) data (Q736677) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Modified information criteria and selection of long memory time series models (Q1623513) (← links)
• Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
• Nonparametric predictive regression (Q2343822) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
• On the estimation of short memory components in long memory time series models (Q2691673) (← links)
• Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
• Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• On the performance of the variance ratio unit root tests with flexible Fourier form (Q5861197) (← links)