Pages that link to "Item:Q4561968"
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The following pages link to ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (Q4561968):
Displaying 12 items.
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
