Pages that link to "Item:Q3800934"
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The following pages link to Towards a unified asymptotic theory for autoregression (Q3800934):
Displaying 50 items.
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes (Q2339216) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Optimal jackknife for unit root models (Q2344879) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- How to estimate autoregressive roots near unity (Q2716435) (← links)
- Nonparametric transformation regression with nonstationary data (Q2786679) (← links)
- Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions (Q2786685) (← links)
- Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- A fixed-\(b\) perspective on the Phillips-Perron unit root tests (Q2845024) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← 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)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- The available information for invariant tests of a unit root (Q2886963) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- Toward a unified interval estimation of autoregressions (Q2890711) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
- On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
- The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
- Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- The restricted likelihood ratio test at the boundary in autoregressive series (Q3077666) (← links)
