Pages that link to "Item:Q4469070"
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The following pages link to Bootstrapping cointegrating regressions using blockwise bootstrap methods (Q4469070):
Displaying 4 items.
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)