Pages that link to "Item:Q3800934"

The following pages link to Towards a unified asymptotic theory for autoregression (Q3800934):

Displaying 50 items.

• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• M-estimation for near unit roots in spatial autoregression with infinite variance (Q3106390) (← links)
• UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
• Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
• LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345) (← links)
• Uniform Limit Theory for Stationary Autoregression (Q3440740) (← links)
• DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
• The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) (← links)
• On the nearly nonstationary seasonal time series (Q4203660) (← links)
• Asymptotic theory of estimation of parameters in autoregressive models under general set-up of the roots (Q4275821) (← links)
• A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
• ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 (Q4561975) (← links)
• DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981) (← links)
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
• THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
• TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL (Q4563809) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
• ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
• BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
• DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
• Asymptotic inference for an unstable spatial AR model (Q4651103) (← links)
• Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
• TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
• LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
• Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783) (← links)
• On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
• NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root (Q5177960) (← links)
• LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS (Q5187630) (← links)
• Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (Q5241932) (← links)