Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782): Difference between revisions

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+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
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+Block length selection in the bootstrap for time series
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@@ Property / cites work @@
+Cointegration tests in the presence of structural breaks
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+Q2723584
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+Q4370586
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+Making wald tests work for cointegrated VAR systems
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+The bootstrap and Edgeworth expansion
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+Statistical inference in vector autoregressions with possibly integrated processes
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+Bootstrapping time series models
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+The jackknife and bootstrap
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+How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
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+THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN  THE COINTEGRATING VECTOR IS PRESPECIFIED
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+https://doi.org/10.1007/bf02595424
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+W2149288602
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