Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521): Difference between revisions

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-Sílvia Gonçalves
@@ Property / author: Sílvia Gonçalves / rank @@
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+Sílvia Gonçalves
@@ Property / author: Sílvia Gonçalves / rank @@
+Normal rank
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+MaRDI publication profile
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+W3122904576
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@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q2767969
@@ Property / cites work: Q2767969 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
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+Edgeworth correction by bootstrap in autoregressions
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@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Moving-average representation of autoregressive approximations
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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+The wild bootstrap, tamed at last
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+Spectral tests of the martingale hypothesis under conditional heteroscedasticity
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Bootstrapping regression models
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+Testing for structural change in conditional models
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+Properties of moments of a family of GARCH processes
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+Optimal instrumental variables estimation for ARMA models
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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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+Q3727186
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+Heteroscedasticity in Models with Lagged Dependent Variables
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+Q4791405
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+ARMA MODELS WITH ARCH ERRORS
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Jackknife, bootstrap and other resampling methods in regression analysis
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