Pages that link to "Item:Q2716435"
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The following pages link to How to estimate autoregressive roots near unity (Q2716435):
Displaying 19 items.
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Estimation of autoregressive roots near unity using panel data (Q2716478) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- On the inconsistency of the unrestricted estimator of the information matrix near a unit root (Q5427668) (← links)
- Extreme Spectra of Var Models and Orders of Near‐Cointegration (Q5467610) (← links)
- Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
