Pages that link to "Item:Q5864458"
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The following pages link to Bootstrapping unit root tests with covariates (Q5864458):
Displaying 8 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- A parametric stationarity test with smooth breaks (Q2697025) (← links)
- Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
- Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)