The following pages link to (Q3374065):
Displaying 7 items.
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Subsampling unit root tests for heavy-tailed observations (Q1431346) (← links)
- (Q2991080) (← links)
- Bootstrap test for stationarity of heavy-tailed series with structural breaks (Q3169862) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)