Pages that link to "Item:Q5474969"
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The following pages link to Bootstrapping Autoregressive Processes with Possible Unit Roots (Q5474969):
Displaying 28 items.
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Impulse response confidence intervals for persistent data: what have we learned? (Q1027372) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Delta-method inference for a class of set-identified SVARs (Q1706496) (← links)
- A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- Bootstrap-based inferential improvements in beta autoregressive moving average model (Q5084765) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433623) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433624) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
