Pages that link to "Item:Q3440759"
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The following pages link to Inference in Autoregression under Heteroskedasticity (Q3440759):
Displaying 41 items.
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Nonparametric regression with rescaled time series errors (Q2852596) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Testing for abrupt breaks in variance structures with smooth changes (Q5077891) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises (Q6489810) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)
- Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
- Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
