Pages that link to "Item:Q4364949"

The following pages link to Unit root bootstrap tests for AR (1) models (Q4364949):

Displaying 18 items.

• Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• On bootstrapping regressions with unit root processes (Q1573123) (← links)
• Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
• Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
• A Gini-based unit root test (Q1659164) (← 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)
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
• Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
• Robust unit root tests with autoregressive errors (Q2830189) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
• (Q3143802) (← links)
• Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
• Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)