Pages that link to "Item:Q5472970"
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The following pages link to Residual-Based Block Bootstrap for Unit Root Testing (Q5472970):
Displayed 48 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Combining non-cointegration tests (Q2852482) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Bootstrap procedures in a spatial-temporal model (Q3589978) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960) (← links)
- (Q4986371) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- Ratio detections for change point in heavy tailed observations (Q5082994) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)