Pages that link to "Item:Q5754836"
From MaRDI portal
The following pages link to Bootstrapping Unit Root Tests for Autoregressive Time Series (Q5754836):
Displayed 20 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- A Gini-based unit root test (Q1659164) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← 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)
- BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- Asymptotic of the<i>L</i><sub><i>r</i></sub>-norm of density estimators in the autoregressive time series (Q5402589) (← links)