Pages that link to "Item:Q4720609"

The following pages link to Time Series Regression with a Unit Root (Q4720609):

Displaying 50 items.

• Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
• Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
• Testing for unit roots with flow data and varying sampling frequency (Q269226) (← links)
• Unit root testing via the stationary bootstrap (Q275254) (← links)
• Double asymptotics for explosive continuous time models (Q284296) (← links)
• Statistical inference in a random coefficient panel model (Q284298) (← links)
• Incidental trends and the power of panel unit root tests (Q289163) (← links)
• Nonparametric transformation to white noise (Q290951) (← links)
• Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions (Q290955) (← links)
• A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• On convergence to stochastic integrals (Q325886) (← links)
• A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
• Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251) (← links)
• Jackknife estimation with a unit root (Q383929) (← links)
• Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
• Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
• The Phillips unit root tests for polynomials of integrated processes (Q429160) (← links)
• Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
• On the Dickey-Fuller test with white standard errors (Q451360) (← links)
• Limit theory for an explosive autoregressive process (Q498795) (← links)
• Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
• Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Optimal estimation under nonstandard conditions (Q528003) (← links)
• Ratio-based estimators for a change point in persistence (Q528070) (← links)
• Econometric analysis of present value models when the discount factor is near one (Q528078) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
• Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
• A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
• Spurious deterministic seasonality (Q672885) (← links)
• Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
• Linear aggregation in cointegrated systems (Q673689) (← links)
• New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
• Mildly explosive autoregression with mixing innovations (Q684059) (← links)
• Stochastic linear trends. Models and estimators (Q685909) (← links)
• Time series properties of aggregate output fluctuations (Q685910) (← links)
• Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)