Pages that link to "Item:Q3440741"

The following pages link to Estimation in Random Coefficient Autoregressive Models (Q3440741):

Displaying 50 items.

• Statistical inference in a random coefficient panel model (Q284298) (← links)
• A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565) (← links)
• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254) (← links)
• A characterization of random-coefficient AR(1) models (Q582792) (← links)
• Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
• Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
• Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
• Minimum distance estimation for random coefficient autoregressive models (Q1365166) (← links)
• M-estimates of autoregression with random coefficients (Q1616223) (← links)
• Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
• Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
• A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
• Extreme value autoregressive model and its applications (Q2320922) (← links)
• Parameter estimation for \(p\)-order random coefficient autoregressive (RCA) models based on Kalman filter (Q2337033) (← links)
• Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
• Least squares estimation in a simple random coefficient autoregressive model (Q2453087) (← links)
• Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974) (← links)
• First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information (Q2814796) (← links)
• Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
• Monitoring Changes in RCA Models (Q2833367) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Asymptotic results for random coefficient bifurcating autoregressive processes (Q2934854) (← links)
• UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
• Estimation in nonstationary random coefficient autoregressive models (Q3077655) (← links)
• Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients (Q3094073) (← links)
• Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
• (Q3098519) (← links)
• (Q3140357) (← links)
• On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
• (Q3197163) (← links)
• NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES (Q3632421) (← links)
• (Q4351997) (← links)
• Projection estimators for autoregressive panel data models (Q4416022) (← links)
• Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
• (Q5039911) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• (Q5177455) (← links)
• BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
• Sample path properties of an explosive double autoregressive model (Q5862481) (← links)
• LAD estimation with random coefficient autocorrelated errors. (Q5941338) (← links)
• Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
• A new bivariate autoregressive model driven by logistic regression (Q6060866) (← links)
• Estimation in nonlinear random fields models of autoregressive type with random parameters (Q6082456) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
• Normality test in random coefficient autoregressive models (Q6124770) (← links)