Pages that link to "Item:Q278499"
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The following pages link to Nonstationary nonlinear heteroskedasticity in regression (Q278499):
Displaying 16 items.
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Spurious regressions driven by excessive volatility (Q427122) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- On robust testing for trend (Q2126184) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)
