Pages that link to "Item:Q1414629"

The following pages link to An alternative bootstrap to moving blocks for time series regression models (Q1414629):

Displaying 18 items.

• Testing for structural change in regression with long memory processes (Q265120) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Bootstrap long memory processes in the frequency domain (Q820805) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
• Goodness of fit for lattice processes (Q2628837) (← links)
• Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)