Pages that link to "Item:Q527995"
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The following pages link to Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995):
Displaying 9 items.
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Quasi-generalized least squares regression estimation with spatial data (Q1673550) (← links)
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
