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ECONIS (ZBW)
363
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1
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
Saved in:
2
A robust Bayesian approach for unit root testing
Conigliani, Caterina
;
Spezzaferri, Fulvio
- In:
Econometric theory
23
(
2007
)
3
,
pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
Saved in:
3
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
4
Uniform asymptotic normality in stationary and unit root
autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
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5
Near-integrated random coefficient autoregressive time series
Aue, Alexander
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1343-1372
Persistent link: https://www.econbiz.de/10003748796
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6
Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
6
,
pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
Saved in:
7
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
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8
Noncausal vector
autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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9
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
Saved in:
10
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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