Pages that link to "Item:Q5441829"

The following pages link to Uniform Inference in Autoregressive Models (Q5441829):

Displaying 50 items.

• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
• Robust subsampling (Q738145) (← links)
• On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
• Controlling the size of autocorrelation robust tests (Q1739596) (← links)
• Robust inference for threshold regression models (Q2000828) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Point optimal testing with roots that are functionally local to unity (Q2224880) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Hybrid stochastic local unit roots (Q2295812) (← links)
• Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• Uniformity and the delta method (Q2312978) (← links)
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Likelihood inference in some finite mixture models (Q2451803) (← links)
• Testing multiple inequality hypotheses: a smoothed indicator approach (Q2512631) (← links)
• Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
• An improved bootstrap test of stochastic dominance (Q2630159) (← links)
• Toward a unified interval estimation of autoregressions (Q2890711) (← links)
• The restricted likelihood ratio test for autoregressive processes (Q2930894) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
• Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
• DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
• Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
• Towards a unified asymptotic theory for autoregression (Q3800934) (← links)
• IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
• Inference for VARs identified with sign restrictions (Q4625062) (← links)
• ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN (Q4643227) (← links)
• A uniform-in-<i>P</i> Edgeworth expansion under weak Cramér conditions (Q4999844) (← links)
• INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
• Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
• SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
• Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators. (Q5941016) (← links)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
• ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
• Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
• Central limit theory for combined cross section and time series with an application to aggregate productivity shocks (Q6542441) (← links)
• An empirical likelihood-based unified test for the integer-valued AR(1) models (Q6556775) (← links)