Pages that link to "Item:Q5291756"

The following pages link to The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756):

Displaying 9 items.

• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
• The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration (Q1787529) (← links)
• Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)