Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551): Difference between revisions

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+A Three-step Method for Choosing the Number of Bootstrap Repetitions
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+Bootstrapping unstable first-order autoregressive processes
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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 the Null of Co-integration in the Presence of Variance Breaks
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+Testing for unit roots in time series models with non-stationary volatility
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+The wild bootstrap, tamed at last
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+Bootstrapping general empirical measures
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Heteroskedastic cointegration
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+Regression with Nonstationary Volatility
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Sample Splitting and Threshold Estimation
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+Structural changes in the cointegrated vector autoregressive model
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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+Unit root tests with a break in innovation variance.
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+Bootstrap procedures under some non-i.i.d. models
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Bootstrap Unit Root Tests
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Inference in Autoregression under Heteroskedasticity
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+Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
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+Q5708631
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+Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Bootstrapping Autoregression under Non-stationary Volatility
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+Adaptive estimation of autoregressive models with time-varying variances
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