Pages that link to "Item:Q3108564"
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The following pages link to UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564):
Displaying 11 items.
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
- Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
- ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
- DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
- Towards a unified asymptotic theory for autoregression (Q3800934) (← links)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
- Lag length selection in panel autoregression (Q5864462) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
