Pages that link to "Item:Q672879"
From MaRDI portal
The following pages link to A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879):
Displaying 14 items.
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Least squares estimators for unit root processes with locally stationary disturbance (Q764805) (← links)
- A note on the distribution of the least squares estimator of a random walk with a linear trend (Q1206325) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- How close is a fractional process to a random walk with drift? (Q1695665) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Sums of exponentials of random walks with drift (Q2909253) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- A new method of testing for a unit root in the INAR(1) model based on variances (Q5042176) (← links)
- Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
