Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series
From MaRDI portal
Cites work
- A time varying approach to the stock return-inflation puzzle
- Autoregressive approximations to nonstationary time series with inference and applications
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
- Bootstrapping general empirical measures
- Comparison of two bandwidth selectors with dependent errors
- Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors
- Gaussian approximations for non-stationary multiple time series
- scientific article; zbMATH DE number 469380 (Why is no real title available?)
- Inference for Local Autocorrelations in Locally Stationary Models
- Inference in VARs with conditional heteroskedasticity of unknown form
- Inference of Trends in Time Series
- Kernel-based inference in time-varying coefficient cointegrating regression
- Nonlinear system theory: Another look at dependence
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- On the range of validity of the autoregressive sieve bootstrap
- Sieve bootstrap for smoothing in nonstationary time series
- Sieve bootstrap inference for linear time-varying coefficient models
- Simultaneous inference for time-varying models
- Simultaneous inference of linear models with time varying coefficients
- The dependent wild bootstrap
- The jackknife and the bootstrap for general stationary observations
- Time-varying cointegration with an application to the UK Great Ratios
- Time-varying multivariate causal processes
- Trending time-varying coefficient time series models with serially correlated errors
This page was built for publication: Bootstrap Inference for Linear Time-Varying Coefficient Models in Locally Stationary Time Series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6968045)
