Pages that link to "Item:Q1367137"
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The following pages link to An introduction to stochastic unit-root processes (Q1367137):
Displaying 45 items.
- The past and future of empirical finance: some personal comments (Q265100) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← 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)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Using stochastic growth models to understand unit roots and breaking trends (Q1391259) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
- Varieties of long memory models (Q1922359) (← links)
- On the existence of expected utility with CRRA under STUR (Q1927488) (← links)
- Spurious nonlinear regressions in econometrics (Q1927829) (← links)
- Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- Non-renewable resource prices: deterministic or stochastic trends? (Q2496333) (← links)
- Evaluation of recursive detection methods for turning points in financial time series (Q2802801) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q2936574) (← links)
- (Q2971499) (← links)
- (Q2971502) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205) (← links)
- OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) (← links)
- Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
- The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
- Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A simple procedure for detecting periodically collapsing rational bubbles (Q5941401) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
- Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)
