A new RCAR(1) model based on explanatory variables and observations

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Random-Effects Models for Longitudinal Data
Testing for unit root processes in random coefficient autoregressive models
Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
A note on self-weighted quantile estimation for infinite variance quantile autoregression models
Estimation in nonlinear time series models
Random coefficient autoregressive models: an introduction
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
Coefficient constancy test in a random coefficient autoregressive model
Parameter estimation for generalized random coefficient autoregressive processes
Large sample inference for conditional exponential families with applications to nonlinear time series
Least absolute deviation estimation for regression with ARMA errors
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
Asymptotic optimal inference for a class of nonlinear time series models
Limiting distributions for \(L_1\) regression estimators under general conditions
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
First-order observation-driven integer-valued autoregressive processes
Least absolute deviations estimation for ARCH and GARCH models
Estimation in Random Coefficient Autoregressive Models
RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES
Regression Quantiles
Random coefficient autoregression, regime switching and long memory
Quantile Autoregression
\(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.

This page was built for publication: A new RCAR(1) model based on explanatory variables and observations