The following pages link to (Q3780320):
Displaying 19 items.
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Two-stage RLS algorithm for estimating ARCH models (Q857101) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
- UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
