Reference health
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity
25/25 checkable references clean · checked 2026-10-07
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 25 checked references that resolve
resolves10.1017/s0266466600013396
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
resolves10.2307/2951781
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
resolves10.1080/07350015.1994.10510007
Approximately Median-Unbiased Estimation of Autoregressive Models
resolves10.1017/s0266466609100051
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE
<i>m</i>
OUT OF
<i>n</i>
BOOTSTRAP
resolves10.1111/1468-2354.00039
Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution
resolves10.1016/j.jeconom.2003.10.030
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
resolves10.1080/07474930701624462
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
resolves10.2139/ssrn.393641
Testing for Autocorrelation and Unit Roots in the Presence of Conditional Heteroskedasticity of Unknown Form
resolves10.1017/s0266466600013189
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes
resolves10.1007/978-3-540-71297-8_2
Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
resolves10.2307/1911222
Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
resolves10.1016/s0304-4076(98)00051-7
Distribution theory for unit root tests with conditional heteroskedasticity
resolves10.1016/0304-3932(91)90034-l
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
The 5 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedref8
no DOI — not checkedref10
no DOI — not checkedref18
no DOI — not checkedref25
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-10-07 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.1580015"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1580015/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1580015)