Bootstrapping cointegrating regressions (Q275261): Difference between revisions

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+G09
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+M10
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+6573253
@@ Property / zbMATH DE Number: 6573253 / rank @@
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@@ Property / zbMATH Keywords @@
+cointegrating regression
@@ Property / zbMATH Keywords: cointegrating regression / rank @@
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@@ Property / zbMATH Keywords @@
+sieve bootstrap
@@ Property / zbMATH Keywords: sieve bootstrap / rank @@
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+efficient estimation and hypothesis testing
@@ Property / zbMATH Keywords: efficient estimation and hypothesis testing / rank @@
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+AR approximation
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.06.011
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+W1971326886
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@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
@@ Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank @@
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+A Sieve Bootstrap For The Test Of A Unit Root
@@ Property / cites work: A Sieve Bootstrap For The Test Of A Unit Root / rank @@
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+A useful estimate in the multidimensional invariance principle
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+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
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@@ Property / cites work @@
+Handbook of econometrics. Vol. 5
@@ Property / cites work: Handbook of econometrics. Vol. 5 / rank @@
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+Residual-Based Block Bootstrap for Unit Root Testing
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Bootstrap Unit Root Tests
@@ Property / cites work: Bootstrap Unit Root Tests / rank @@
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+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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@@ links / mardi / name / links / mardi / name @@
+Publication:275261