Pages that link to "Item:Q2859513"

The following pages link to Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (Q2859513):

Displaying 31 items.

• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
• The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Cointegration in large VARs (Q2148991) (← links)
• The power of bootstrap tests of cointegration rank (Q2259346) (← links)
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
• Oscillating systems with cointegrated phase processes (Q2408050) (← links)
• Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
• (Q2971499) (← links)
• Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series (Q3452741) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
• On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
• IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
• Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
• Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
• Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
• On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
• INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS (Q5403111) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
• Bootstrap tests for time varying cointegration (Q5862480) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
• Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
• High-Dimensional Cointegration and Kuramoto Inspired Systems (Q6144491) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)