Pages that link to "Item:Q1623765"
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The following pages link to Stationary bootstrapping for semiparametric panel unit root tests (Q1623765):
Displaying 4 items.
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
