Pages that link to "Item:Q4431630"
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The following pages link to Bootstrapping unit root tests for integrated processes (Q4431630):
Displaying 26 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Bootstrap hypothesis testing in regression models (Q2573259) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
