Pages that link to "Item:Q5307838"

The following pages link to Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models (Q5307838):

Displaying 32 items.

• A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
• Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
• Bonferroni correction for seasonal cointegrating ranks (Q1046358) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← 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)
• Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• Combining non-cointegration tests (Q2852482) (← links)
• COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
• BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← 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)
• Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
• Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
• Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
• Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← 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)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)