Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4884570 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Sieve Bootstrap For The Test Of A Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap variants of the Akaike information criterion for mixed model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap prediction regions for multivariate autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An improved Akaike information criterion for state-space model selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Divergence Information Criterion for the Determination of the Order of an AR Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting ARMA models: a comparative study of information criteria focusing on MDIC / rank
 
Normal rank
Property / cites work
 
Property / cites work: Residual-Based Block Bootstrap for Unit Root Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping unit root tests for integrated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and efficient estimation by minimising a density power divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model selection criterion based on the BHHJ measure of divergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank

Latest revision as of 09:34, 6 July 2024

scientific article; zbMATH DE number 6154799
Language Label Description Also known as
English
Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC
scientific article; zbMATH DE number 6154799

    Statements

    Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (English)
    0 references
    0 references
    0 references
    17 April 2013
    0 references
    model selection
    0 references
    time series
    0 references
    bootstrap
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references