Bootstrapping Autoregression under Non-stationary Volatility (Q3499425): Difference between revisions

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-Ke-Li Xu
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+Ke-Li Xu
@@ Property / author: Ke-Li Xu / rank @@
+Normal rank
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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Robustness of residual-based bootstrap to the composition of serially correlated errors
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+Chi-Square Diagnostic Tests for Econometric Models: Theory
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+Q5560061
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+Time series: theory and methods.
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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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+STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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+Testing for unit roots in time series models with non-stationary volatility
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+HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Nonstationary nonlinear heteroskedasticity in regression
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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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+Regression with Nonstationary Volatility
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