Pages that link to "Item:Q2277730"
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The following pages link to Bootstrapping unstable first-order autoregressive processes (Q2277730):
Displaying 50 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'' by L. Pan and D. N. Politis (Q301352) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Bootstrap of the offspring mean in the critical process with a non-stationary immigration (Q1041056) (← links)
- Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- Testing macro models by indirect inference: a survey for users (Q2416169) (← 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 innovational outlier unit root tests in dependent panels (Q2440451) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
