Pages that link to "Item:Q275261"

The following pages link to Bootstrapping cointegrating regressions (Q275261):

Displaying 21 items.

• A bootstrap theory for weakly integrated processes (Q275255) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• A simple sieve bootstrap range test for poolability in dependent cointegrated panels (Q1925704) (← links)
• Inference on functionals under first order degeneracy (Q2000838) (← links)
• An adaptive truncated product method for combining dependent \(p\)-values (Q2437198) (← links)
• Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
• A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
• DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
• Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
• Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
• High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)