Pages that link to "Item:Q4859504"
From MaRDI portal
The following pages link to Regression with Nonstationary Volatility (Q4859504):
Displayed 13 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)