Pages that link to "Item:Q3552865"
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The following pages link to Testing for a unit root under errors with just barely infinite variance (Q3552865):
Displaying 5 items.
- Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348) (← links)
- Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Mean-variance cointegration and the expectations hypothesis (Q5247279) (← links)
