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Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang; Sin, Chor-yiu; Yu, Shu-hui - In: Econometric theory 26 (2010) 3, pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard; Lunde, Asger - In: Econometric theory 30 (2014) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 29 (2013) 6, pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
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Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 24 (2008) 4, pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
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Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Rho, Seung-Hwa; Vogelsang, Timothy J. - In: Econometric theory 35 (2019) 3, pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
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A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders - In: Econometric theory 37 (2021) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
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Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.; Seo, Won-Ki - In: Econometric theory 36 (2020) 5, pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
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Cointegration in functional autoregressive processes
Franchi, Massimo; Paruolo, Paolo - In: Econometric theory 36 (2020) 5, pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
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Quantile double autoregression
Zhu, Qianqian; Li, Guodong - In: Econometric theory 38 (2022) 4, pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
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Subgeometrically ergodic autoregressions
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 38 (2022) 5, pp. 959-985
Persistent link: https://www.econbiz.de/10013469687