Pages that link to "Item:Q899521"

The following pages link to Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521):

Displaying 50 items.

• Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870) (← links)
• The bootstrap does not always work for heteroscedastic models (Q2855511) (← links)
• COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
• Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
• Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
• Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
• OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” (Q3623571) (← links)
• BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
• The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518) (← links)
• AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
• ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
• On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
• (Q5011557) (← links)
• LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
• A Heteroskedasticity-Robust<i>F</i>-Test Statistic for Individual Effects (Q5080456) (← links)
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
• Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
• Panel data measures of price discovery (Q5865511) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
• Testing for Granger causality with mixed frequency data (Q5964759) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
• Robust inference on correlation under general heterogeneity (Q6199632) (← links)
• Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
• Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
• Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
• Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
• Asymptotic inference of the ARMA model with time-functional variance noises (Q6608192) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• Asymptotically Valid Bootstrap Inference for Proxy SVARs (Q6621000) (← links)
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
• Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
• Forecast Error Variance Decompositions with Local Projections (Q6626366) (← links)
• A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
• Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
• Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)