Pages that link to "Item:Q5964751"
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The following pages link to Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751):
Displaying 16 items.
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- On robust testing for trend (Q2126184) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Oscillating systems with cointegrated phase processes (Q2408050) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← 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)
- Panel data measures of price discovery (Q5865511) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
- A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
