Pages that link to "Item:Q3313174"
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The following pages link to Heteroscedasticity in Models with Lagged Dependent Variables (Q3313174):
Displaying 11 items.
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Estimation of multivariate non-linear time series models (Q1193965) (← links)
- Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- ON THE STABILITY OF A HETEROSCEDASTIC PROCESS (Q3747562) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)
- Computer automation of general-to-specific model selection procedures (Q5940860) (← links)
