Pages that link to "Item:Q5863571"
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The following pages link to Limit Theory for VARs with Mixed Roots Near Unity (Q5863571):
Displaying 6 items.
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← links)
- On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
- The Special Issue in Honor of Aman Ullah: An Overview (Q5863557) (← links)
- Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)