Pages that link to "Item:Q1685299"

The following pages link to Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299):

Displaying 9 items.

• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
• On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
• (Q3080543) (← links)
• Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
• Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)