Pages that link to "Item:Q1852934"

The following pages link to On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934):

Displaying 7 items.

• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
• A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
• Power of the augmented dickey-fuller test with information-based lag selection (Q4383709) (← links)
• Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility (Q5085946) (← links)
• Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models (Q6626386) (← links)