Pages that link to "Item:Q1099564"

The following pages link to Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564):

Displaying 50 items.

• Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
• Weighted Dickey-Fuller processes for detecting stationarity (Q2455422) (← links)
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
• Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
• Inference on stochastic time-varying coefficient models (Q2512638) (← links)
• Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
• Asymptotic expansions in non-central limit theorems for quadratic forms (Q2576799) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
• Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process (Q2676936) (← links)
• Nonparametric transformation regression with nonstationary data (Q2786679) (← links)
• Powerful unit root tests free of nuisance parameters (Q2815048) (← links)
• Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
• Empirical likelihood test for causality of bivariate AR(1) processes (Q2878812) (← links)
• A limit theorem for mildly explosive autoregression with stable errors (Q2886940) (← links)
• The available information for invariant tests of a unit root (Q2886963) (← links)
• Toward a unified interval estimation of autoregressions (Q2890711) (← links)
• ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
• The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056) (← links)
• M-estimation for near unit roots in spatial autoregression with infinite variance (Q3106390) (← links)
• PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• (Q3479410) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
• NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
• A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955) (← links)
• (Q4352017) (← links)
• A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
• Asymptotic inference for nearly unstable INAR(1) models (Q4462701) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
• Robust Sign Test for the Unit Root Hypothesis of Autoregression (Q4618060) (← links)
• Asymptotic inference for an unstable spatial AR model (Q4651103) (← links)
• RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794) (← links)
• Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
• Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) (← links)
• ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (Q4870527) (← links)
• (Q4902271) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• Indirect inference for locally stationary ARMA processes with stable innovations (Q5033462) (← links)
• LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (Q5051517) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
• Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
• Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
• Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783) (← links)