Pages that link to "Item:Q4720609"

The following pages link to Time Series Regression with a Unit Root (Q4720609):

Displaying 50 items.

• Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
• Testing for a trend with persistent errors (Q2224883) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
• Testing for no-cointegration under time-varying variance (Q2315402) (← links)
• Episodic nonlinearity in leading global currencies (Q2316902) (← links)
• The least-squares criteria of the random coefficient dynamic regression model (Q2320764) (← links)
• Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
• A moment-based notion of time dependence for functional time series (Q2330725) (← links)
• Nonparametric predictive regression (Q2343822) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
• Nonstationary discrete choice (Q2439053) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492) (← links)
• Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
• Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
• Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
• Convergence of weighted linear process for \(\rho \)-mixing random variables (Q2478375) (← links)
• Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression (Q2489787) (← links)
• A note on unit root tests with heavy-tailed GARCH errors (Q2493878) (← links)
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
• Moment inequality and complete convergence of moving average processes under asymptotically linear negative quadrant dependence assumptions (Q2505929) (← links)
• Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
• Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
• Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• The limiting density of unit root test statistics: A unifying technique (Q2703259) (← links)
• Local power of fixed-\(T\) panel unit root tests with serially correlated errors and incidental trends (Q2789390) (← links)
• Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
• Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
• Robust unit root tests with autoregressive errors (Q2830189) (← links)
• Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
• Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
• Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
• Linear nonstationary models -- a review of the work of Professor P.C.B. Phillips (Q2878819) (← links)
• Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
• Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
• Asymptotic properties of self-normalized linear processes with long memory (Q2890703) (← links)
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data (Q2909248) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
• Cointegration and sampling frequency (Q3018501) (← links)
• Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
• TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)