Pages that link to "Item:Q5411516"
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The following pages link to HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516):
Displayed 36 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)
- Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← 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)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← 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)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- Likelihood ratio test for change in persistence (Q6164680) (← links)
- Bounded unit root processes with non-stationary volatility (Q6171853) (← links)