Pages that link to "Item:Q265021"

The following pages link to Bootstrap inference in systems of single equation error correction models (Q265021):

Displaying 4 items.

• Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)