Pages that link to "Item:Q2759339"
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The following pages link to Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (Q2759339):
Displaying 21 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- Bootstrapping unit root tests for integrated processes (Q4431630) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- On regression-based tests for persistence in logarithmic volatility models (Q4935455) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (Q5222416) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)
- Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)