Pages that link to "Item:Q4614277"
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The following pages link to Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models (Q4614277):
Displaying 19 items.
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- (Q3080543) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
- Higher-Order Expansions and Inference for Panel Data Models (Q6651379) (← links)
