Pages that link to "Item:Q1109451"

The following pages link to Bootstrap procedures under some non-i.i.d. models (Q1109451):

Displaying 50 items.

• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• Consistency of the Subsample Bootstrap empirical process (Q3143494) (← links)
• (Q3143802) (← links)
• On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
• Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• Bootstrap selection procedures based on robust estimators (Q3313119) (← links)
• cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
• Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
• Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
• Robust Testing for Skewness (Q3435997) (← links)
• Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
• Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set (Q3563102) (← links)
• A Semiparametric Analysis of Gasoline Demand in the United States Reexamining The Impact of Price (Q3578997) (← links)
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes (Q3615087) (← links)
• Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
• Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
• Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
• NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA (Q4449078) (← links)
• Recent developments in bootstrapping time series (Q4493472) (← links)
• Bootstrapping the order selection test (Q4551598) (← links)
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
• Bootstrapping periodically autoregressive models (Q4578059) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• Bootstrapping time series models (Q4883731) (← links)
• A Simple Bootstrap Method for Time Series (Q4906443) (← links)
• (Q4916567) (← links)
• Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
• On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system (Q5040540) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• (Q5072154) (← links)
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
• Inference for L-estimators of location using a bootstrap warping approach (Q5082683) (← links)
• Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
• Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
• A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
• Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
• New bootstrap inference for spurious regression problems (Q5137996) (← links)
• A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
• VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS (Q5204676) (← links)
• Bootstrap order selection for SETAR models (Q5220715) (← 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)
• BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)