Pages that link to "Item:Q3632371"

The following pages link to BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371):

Displaying 46 items.

• Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
• Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
• Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
• A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
• Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
• On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• Cointegration in high frequency data (Q2044337) (← links)
• Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Testing for no-cointegration under time-varying variance (Q2315402) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
• Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← 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)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← 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 detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
• Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← 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)
• Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
• Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• A new limit result in change point analysis (Q5875212) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)
• Bounded unit root processes with non-stationary volatility (Q6171853) (← links)
• On the correlation analysis of stocks with zero returns (Q6554767) (← links)
• Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
• Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
• Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)