Pages that link to "Item:Q4493472"

The following pages link to Recent developments in bootstrapping time series (Q4493472):

Displaying 45 items.

• Joint confidence sets for structural impulse responses (Q281051) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Computational framework for longevity risk management (Q744257) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
• A new bootstrap-based forecast evaluation method tested on time series (Q946723) (← links)
• A new method for estimating the forecast quality with consideration for the errors of calculating the unknown parameters (Q949218) (← links)
• Estimation and control of an optimization-based model with sticky prices and wages (Q951354) (← links)
• Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
• Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
• Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
• A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
• Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
• How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400) (← links)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
• A tale of two correlations: evidence and theory regarding the phase shift between the price level and output (Q1656790) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
• Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
• A novel method to accurately calculate statistical significance of local similarity analysis for high-throughput time series (Q2324958) (← links)
• Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
• Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
• Short and long run causality measures: theory and inference (Q2630148) (← links)
• Forecasting the COVID-19 diffusion in Italy and the related occupancy of intensive care units (Q2662187) (← links)
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗ (Q2747234) (← links)
• Bootstrap-based ARMA order selection (Q3087814) (← links)
• Nonlinear ARMA models with functional MA coefficients (Q3552863) (← links)
• Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
• Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
• A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
• Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
• Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
• DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
• Leverage-adjusted heteroskedastic bootstrap methods (Q4825492) (← links)
• (Q4986371) (← links)
• Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681) (← links)
• Bootstrap-based inferential improvements in beta autoregressive moving average model (Q5084765) (← links)
• Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
• Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• Short-horizon return predictability and oil prices (Q5745653) (← links)