Pages that link to "Item:Q4556516"
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The following pages link to Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (Q4556516):
Displaying 15 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- Weakly adaptive estimators in explosive autoregression (Q921786) (← links)
- Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647) (← links)
- Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376) (← links)
- A limit theorem for mildly explosive autoregression with stable errors (Q2886940) (← links)
- On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)