The following pages link to Asymptotics for linear processes (Q1193361):
Displaying 50 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- The fragility of the KPSS stationarity test (Q257549) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- The strong law of large numbers for linear random fields generated by negatively associated random variables on \(Z^d\) (Q370855) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- CLT for linear random fields with stationary martingale-difference innovation (Q392764) (← links)
- CLT for linear random fields with martingale increments (Q392989) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- The limit law of the iterated logarithm for linear processes (Q504479) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- A martingale decomposition of discrete Markov chains (Q529765) (← links)
- On limit theorems for Banach-space-valued linear processes (Q619353) (← links)
- A central limit theorem for linear random fields (Q643231) (← links)
- Rates of convergence in the CLT for linear random fields (Q647159) (← links)
- Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- On Beveridge-Nelson decomposition and limit theorems for linear random fields (Q847417) (← links)
- Limit theorems for self-normalized linear processes (Q866593) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
