Pages that link to "Item:Q2859054"
From MaRDI portal
The following pages link to One-dimensional inference in autoregressive models with the potential presence of a unit root (Q2859054):
Displaying 14 items.
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
- Inference of the second order autoregressive model with unit roots (Q2905976) (← links)
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN (Q4643227) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
- Modeling long cycles (Q6573800) (← links)
- Asymptotically Valid Bootstrap Inference for Proxy SVARs (Q6621000) (← links)
