Pages that link to "Item:Q275262"
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The following pages link to Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262):
Displaying 11 items.
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Type I and type II fractional Brownian motions: a reconsideration (Q961404) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- (Q2971501) (← links)
