Pages that link to "Item:Q1950652"
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The following pages link to Stationary bootstrapping for cointegrating regressions (Q1950652):
Displaying 6 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
