Pages that link to "Item:Q5411516"
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The following pages link to HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516):
Displayed 19 items.
- On the online estimation of local constant volatilities (Q76074) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← 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)
- A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (Q2845024) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)