Pages that link to "Item:Q4615873"

The following pages link to On Confidence Intervals for Autoregressive Roots and Predictive Regression (Q4615873):

Displaying 22 items.

• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
• Semiparametric testing with highly persistent predictors (Q2116343) (← links)
• A robust test for predictability with unknown persistence (Q2179772) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Hybrid stochastic local unit roots (Q2295812) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (Q2330528) (← links)
• Nonparametric predictive regression (Q2343822) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
• ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
• Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
• Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)