Pages that link to "Item:Q3800934"
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The following pages link to Towards a unified asymptotic theory for autoregression (Q3800934):
Displaying 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
- Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
- Testing for unit roots with flow data and varying sampling frequency (Q269226) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Parameter estimation in a spatial unilateral unit root autoregressive model (Q413780) (← links)
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- On the variances of a spatial unit root model (Q647147) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Book review of: U. Hassler, Stochastische Integration und Zeitreihenmodellierung (Q840990) (← links)
- Unit root testing (Q862778) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Asymptotic inference for unit roots in spatial triangular autoregression (Q996728) (← links)
- Hypotheses testing: Poisson versus stress-release (Q1007422) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617) (← links)
- Initial conditions and stationarity tests (Q1046303) (← links)
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
