Pages that link to "Item:Q738138"
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The following pages link to ARCH/GARCH with persistent covariate: asymptotic theory of MLE (Q738138):
Displaying 8 items.
- Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838) (← links)
- Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
- GARCH with omitted persistent covariate (Q485597) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)