Pages that link to "Item:Q3632405"

The following pages link to REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405):

Displaying 25 items.

• On convergence to stochastic integrals (Q325886) (← links)
• The Phillips unit root tests for polynomials of integrated processes (Q429160) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
• Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
• Hybrid stochastic local unit roots (Q2295812) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
• Nonlinear cointegrating regression under weak identification (Q2890702) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
• IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
• (Q4811652) (← links)
• Nonlinearity Induced Weak Instrumentation (Q5080464) (← links)
• A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) (← links)
• A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (Q5176862) (← links)
• NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
• COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES” (Q5199500) (← links)
• Nonstationary nonlinear quantile regression (Q5860924) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
• New robust inference for predictive regressions (Q6667297) (← links)