Pages that link to "Item:Q6135339"
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The following pages link to Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339):
Displaying 5 items.
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS (Q5403111) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)