Pages that link to "Item:Q5251507"
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The following pages link to Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507):
Displaying 5 items.
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)