Pages that link to "Item:Q5080462"
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The following pages link to Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462):
Displaying 9 items.
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)