Bootstrapping Autoregression under Non-stationary Volatility

Related Items (8)

Wild bootstrap tests for autocorrelation in vector autoregressive models ⋮ ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY ⋮ Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series ⋮ COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY ⋮ HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT ⋮ Robustifying multivariate trend tests to nonstationary volatility ⋮ Testing for co-integration in vector autoregressions with non-stationary volatility ⋮ Testing for a unit root with nonstationary nonlinear heteroskedasticity

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