Pages that link to "Item:Q2890711"
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The following pages link to TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711):
Displaying 18 items.
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
- Empirical likelihood-based unified confidence region for a predictive regression model (Q5082963) (← links)
- Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
- An empirical likelihood-based unified test for the integer-valued AR(1) models (Q6556775) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
