The following pages link to Bootstrap<i>M</i>Unit Root Tests (Q3394104):
Displaying 17 items.
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- Bootstrap point optimal unit root tests (Q1695567) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
