Pages that link to "Item:Q5176759"
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The following pages link to A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759):
Displaying 13 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- (Q3374065) (← links)
- A Sieve Bootstrap For The Test Of A Unit Root (Q4455657) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
