Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507): Difference between revisions

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+Time series: theory and methods.
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+COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
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+Testing for co-integration in vector autoregressions with non-stationary volatility
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+Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Bootstrapping cointegrating regressions
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+Normal rank
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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+Normal rank
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+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
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+Q4869557
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+Q4840212
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+Normal rank
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+The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Unit root testing via the stationary bootstrap
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+Normal rank
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+Understanding spurious regressions in econometrics
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+Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
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+Bootstrapping I(1) data
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+Multiple Time Series Regression with Integrated Processes
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+Approximation Theorems of Mathematical Statistics
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+Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
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+Corrigendum to ''Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models''
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+A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
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+BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS
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