Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782): Difference between revisions

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-Alvaro Escribano
@@ Property / author: Alvaro Escribano / rank @@
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+Alvaro Escribano
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@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
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+Block length selection in the bootstrap for time series
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+Cointegration tests in the presence of structural breaks
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@@ Property / cites work @@
+Q2723584
@@ Property / cites work: Q2723584 / rank @@
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+Q4370586
@@ Property / cites work: Q4370586 / rank @@
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+Making wald tests work for cointegrated VAR systems
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+Q4318617
@@ Property / cites work: Q4318617 / rank @@
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@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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+Statistical inference in vector autoregressions with possibly integrated processes
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@@ Property / cites work @@
+Bootstrapping time series models
@@ Property / cites work: Bootstrapping time series models / rank @@
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
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+How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
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+THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN  THE COINTEGRATING VECTOR IS PRESPECIFIED
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