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

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+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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+Bootstrap in moving average models
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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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+Testing for linear autoregressive dynamics under heteroskedasticity
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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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+Nonstationary nonlinear heteroskedasticity.
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+Adaptive estimation of autoregressive models with time-varying variances
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