BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022): Difference between revisions

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+MaRDI publication profile
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+Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
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+BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
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+Bootstrap Unit Root Tests
@@ Property / cites work: Bootstrap Unit Root Tests / rank @@
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Bootstrapping Unit Root Tests for Autoregressive Time Series
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Heteroskedastic cointegration
@@ Property / cites work: Heteroskedastic cointegration / rank @@
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+Testing for the cointegrating rank of a VAR process with a time trend
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+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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+Tests for Unit Roots and the Initial Condition
@@ Property / cites work: Tests for Unit Roots and the Initial Condition / rank @@
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Bootstrap tests: how many bootstraps?
@@ Property / cites work: Bootstrap tests: how many bootstraps? / 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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+Properties of sufficiency and statistical tests
@@ Property / cites work: Properties of sufficiency and statistical tests / rank @@
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+Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466608090087
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+W2117346248
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