Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2005.05.020
@@ Property / DOI: 10.1016/j.spl.2005.05.020 / rank @@
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+MaRDI publication profile
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@@ Property / OpenAlex ID @@
+W2003570730
@@ Property / OpenAlex ID: W2003570730 / rank @@
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@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
+Normal rank
@@ Property / cites work @@
+Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
+Normal rank
@@ Property / cites work @@
+Subsampling vector autoregressive tests of linear constraints
+Normal rank
@@ Property / cites work @@
+On asymptotic properties of bootstrap for AR(1) processes
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@@ Property / cites work @@
+Unit root bootstrap tests for AR (1) models
@@ Property / cites work: Unit root bootstrap tests for AR (1) models / rank @@
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Bootstrapping Autoregressive Processes with Possible Unit Roots
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@@ Property / cites work @@
+Q4776689
@@ Property / cites work: Q4776689 / rank @@
+Normal rank
@@ Property / cites work @@
+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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@@ Property / cites work @@
+Bootstrapping time series models
@@ Property / cites work: Bootstrapping time series models / rank @@
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@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
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+Subsampling
@@ Property / cites work: Subsampling / rank @@
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@@ Property / cites work @@
+An invariance principle for the law of the iterated logarithm
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@@ Property / cites work @@
+Vector Autoregressions and Causality
@@ Property / cites work: Vector Autoregressions and Causality / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2005.05.020
@@ Property / DOI: 10.1016/J.SPL.2005.05.020 / rank @@
+Normal rank