Pages that link to "Item:Q2227074"
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The following pages link to Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074):
Displaying 7 items.
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- On spurious regressions with partial unit root processes (Q1672774) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)