Bootstrapping Autoregression under Non-stationary Volatility (Q3499425): Difference between revisions

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+MaRDI publication profile
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+Robustness of residual-based bootstrap to the composition of serially correlated errors
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+Chi-Square Diagnostic Tests for Econometric Models: Theory
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+Q5560061
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+Edgeworth correction by bootstrap in autoregressions
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+Bootstrap in moving average models
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+Time series: theory and methods.
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+Testing stationarity under a permanent variance shift
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+Unit Root Tests under Time-Varying Variances
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+STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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+Testing for unit roots in time series models with non-stationary volatility
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+HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Nonstationary nonlinear heteroskedasticity in regression
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Spurious regressions in econometrics
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+Testing for linear autoregressive dynamics under heteroskedasticity
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+Q4840212
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+Testing for a unit root in the presence of a variance shift
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+Regression with Nonstationary Volatility
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+Bootstrap procedures under some non-i.i.d. models
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Nonstationary nonlinear heteroskedasticity.
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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+Linear Statistical Inference and its Applications
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Adaptive estimation of autoregressive models with time-varying variances
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