Statistical Inference in Regressions with Integrated Processes: Part 1
暂无分享,去创建一个
[1] Peter C. B. Phillips,et al. Time Series Regression With a Unit Root and Infinite-Variance Errors , 1990, Econometric Theory.
[2] G. C. Tiao,et al. Asymptotic properties of multivariate nonstationary processes with applications to autoregressions , 1990 .
[3] Peter C. B. Phillips,et al. Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations , 1988, Econometric Theory.
[4] J. Stock,et al. Testing for Common Trends , 1988 .
[5] K. West,et al. Asymptotic normality, when regressors have a unit root , 1988 .
[6] P. Phillips,et al. TRENDS VERSUS RANDOM WALKS IN TIME SERIES ANALYSIS , 1988 .
[7] Sam Ouliaris,et al. Testing for cointegration using principal components methods , 1988 .
[8] Peter C. B. Phillips,et al. Asymptotic equivalence of ordinary least squares and generalized least squares in regressions with integrated regressors , 1988 .
[9] C. Z. Wei,et al. Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes , 1988 .
[10] P. Phillips. Weak convergence to the matrix stochastic integral : B dB 2 , 1988 .
[11] James H. Stock,et al. Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors , 1987 .
[12] C. Granger,et al. Co-integration and error correction: representation, estimation and testing , 1987 .
[13] D. Andrews. Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions , 1987, Econometric Theory.
[14] P. Phillips. Testing for a Unit Root in Time Series Regression , 1988 .
[15] P. Phillips. Understanding spurious regressions in econometrics , 1986 .
[16] P. Phillips,et al. Multiple Time Series Regression with Integrated Processes , 1986 .
[17] H. Strasser. Martingale difference arrays and stochastic integrals , 1986 .
[18] Walter Krämer,et al. Least Squares Regression When the Independent Variable Follows an ARIMA Process , 1986 .
[19] Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors , 1986 .
[20] Ernst Eberlein,et al. On Strong Invariance Principles Under Dependence Assumptions , 1986 .
[21] H. White. Asymptotic theory for econometricians , 1985 .
[22] H. White,et al. Nonlinear Regression with Dependent Observations , 1984 .
[23] R. Muirhead. Aspects of Multivariate Statistical Theory , 1982, Wiley Series in Probability and Statistics.
[24] W. Fuller,et al. LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT , 1981 .
[25] P. Hall,et al. Martingale Limit Theory and Its Application , 1980 .
[26] W. Fuller,et al. Distribution of the Estimators for Autoregressive Time Series with a Unit Root , 1979 .
[27] Chris Chatfield,et al. Introduction to Statistical Time Series. , 1976 .
[28] P. Young,et al. Time series analysis, forecasting and control , 1972, IEEE Transactions on Automatic Control.
[29] Michael D. Geurts,et al. Time Series Analysis: Forecasting and Control , 1977 .
[30] P. Billingsley,et al. Convergence of Probability Measures , 1970, The Mathematical Gazette.