Pages that link to "Item:Q4711625"
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The following pages link to Regression Theory for Near-Integrated Time Series (Q4711625):
Displaying 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Long-run risk-return trade-offs (Q291124) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- A measure of dependence for cryptographic primitives relative to ideal functions (Q888120) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Portfolio diversification under local and moderate deviations from power laws (Q998273) (← 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)
- Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
- Deviation inequalities for stochastic approximation by averaging (Q2169079) (← links)
- Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- Testing predictive regression models with nonstationary regressors (Q2512593) (← links)
- Ordering the dispersion of ordinary least squares under near-integration (Q2643736) (← links)
- Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS (Q2886940) (← links)
- TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980) (← links)
- Kernel Density Estimation and Local Time (Q2914787) (← links)
- NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
- OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (Q4541552) (← links)
- DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
- On the interactions of unit roots and exogeneity (Q4860427) (← links)
