Pages that link to "Item:Q3551022"
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The following pages link to BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022):
Displaying 9 items.
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
- Johansen‐type cointegration tests with a Fourier function (Q6134632) (← links)
