Pages that link to "Item:Q4807296"
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The following pages link to AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (Q4807296):
Displaying 37 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- On bootstrapping panel factor series (Q528127) (← links)
- Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series (Q1301750) (← links)
- Sieve bootstrap for time series (Q1363399) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
