Pages that link to "Item:Q4455657"
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The following pages link to A Sieve Bootstrap For The Test Of A Unit Root (Q4455657):
Displaying 50 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- General model-free weighted envelope estimation (Q2681752) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← 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)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
