Pages that link to "Item:Q2995420"

The following pages link to COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420):

Displaying 23 items.

• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
• Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
• Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
• Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
• Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS (Q5403111) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
• Bootstrap tests for time varying cointegration (Q5862480) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
• Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
• Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)