Pages that link to "Item:Q291851"
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The following pages link to Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851):
Displaying 9 items.
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681) (← links)
- Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (Q5083537) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach (Q5860926) (← links)
