Pages that link to "Item:Q275254"
From MaRDI portal
The following pages link to Unit root testing via the stationary bootstrap (Q275254):
Displaying 24 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← 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 bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- A bootstrap test for time series linearity (Q993830) (← 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)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← 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)
