The following pages link to Bootstrap Unit Root Tests (Q5473006):
Displaying 36 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Functional regression of continuous state distributions (Q738165) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- Joint modeling of hospitalization and mortality of Ontario Covid-19 cases (Q2089597) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- Bootstrap hypothesis testing in regression models (Q2573259) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
- SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Bootstrapping unit root tests with covariates (Q5864458) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)