Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046): Difference between revisions

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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Threshold Cointegration
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+Bootstrapping unstable first-order autoregressive processes
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+A multiple-threshold AR(1) model
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+A Sieve Bootstrap For The Test Of A Unit Root
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+A useful estimate in the multidimensional invariance principle
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+Q4840212
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Q2783445
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Nonlinear Regressions with Integrated Time Series
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+AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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+Q3667696
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+Weak convergence and empirical processes. With applications to statistics
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