Pages that link to "Item:Q1421319"

The following pages link to Nonlinear instrumental variable estimation of an autoregression. (Q1421319):

Displaying 18 items.

• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• A small sample confidence interval for autoregressive parameters (Q951044) (← links)
• Recursive demeaning and deterministic seasonality (Q1779676) (← links)
• Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
• Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
• Testing seasonal mean-reversion in the real exchange rates: an application of nonlinear IV estimator (Q1934761) (← links)
• Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
• Volatility regressions with fat tails (Q2227065) (← links)
• Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures (Q2442394) (← links)
• Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
• Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
• (Q4717186) (← links)
• IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
• ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
• Nonstationary nonlinear quantile regression (Q5860924) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• New robust inference for predictive regressions (Q6667297) (← links)