Pages that link to "Item:Q893021"
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The following pages link to Wild bootstrap tests for unit root in ESTAR models (Q893021):
Displaying 5 items.
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Wild bootstrapping variance ratio tests (Q1929375) (← links)
- Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
- Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371) (← links)