Wild bootstrap tests for unit root in ESTAR models (Q893021): Difference between revisions

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+https://doi.org/10.1007/s10260-014-0289-0
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+W1966614356
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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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+Testing for unit roots in time series models with non-stationary volatility
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Bootstrap<i>M</i>Unit Root Tests
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+The wild bootstrap, tamed at last
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Testing for a unit root in the presence of a variance shift
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+Multivariate Stochastic Variance Models
@@ Property / cites work: Multivariate Stochastic Variance Models / rank @@
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+Testing for a unit root in the nonlinear STAR framework
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+Testing for a unit root in a stationary ESTAR process
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Unit root tests with a break in innovation variance.
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+Bootstrap procedures under some non-i.i.d. models
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+The size performance of a nonparametric unit root test under a variance shift
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+Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
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