Pages that link to "Item:Q3800934"

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

Displaying 50 items.

• M-estimation for Moderate Deviations From a Unit Root (Q5249203) (← links)
• SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
• The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)
• An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947) (← links)
• Errors-in-variables estimation with wavelets (Q5300753) (← links)
• Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
• Expectations hypotheses tests at Long Horizons (Q5433623) (← links)
• Expectations hypotheses tests at Long Horizons (Q5433624) (← links)
• Testing a Unit Root Based on Aggregate Time Series (Q5457983) (← links)
• More powerful modifications of unit root tests allowing structural change (Q5717563) (← links)
• ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• Wavelet energy ratio unit root tests (Q5860909) (← links)
• Ratio tests under limiting normality (Q5860944) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
• Durbin-Hausman tests for cointegration (Q5894580) (← links)
• Confidence intervals for autoregressive coefficients near one (Q5939172) (← links)
• An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
• A reexamination of stock return predictability (Q5964757) (← links)
• ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
• A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
• Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
• In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
• Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
• On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
• Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)
• Identification-Robust Inference With Simulation-Based Pseudo-Matching (Q6190330) (← links)
• Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
• Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
• Spatial correlation robust inference (Q6536502) (← links)
• Central limit theory for combined cross section and time series with an application to aggregate productivity shocks (Q6542441) (← links)
• A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
• Cramér's moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root (Q6569432) (← links)
• Modeling long cycles (Q6573800) (← links)
• Confidence Distributions for the Autoregressive Parameter (Q6585617) (← links)
• Time Series Approach to the Evolution of Networks: Prediction and Estimation (Q6586896) (← links)
• A residual-based nonparametric variance ratio no-cointegration test (Q6604032) (← links)
• Large deviations for the Yule-Walker estimator of near critical autoregressive processes (Q6606010) (← links)