Pages that link to "Item:Q899521"
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The following pages link to Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521):
Displaying 50 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'', by Li Pan and Dimitris Politis (Q301351) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- Fiscal stimulus and systematic monetary policy: postwar evidence for the United States (Q1626995) (← links)
- Asymmetric effects of exogenous tax changes (Q1655737) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap (Q1927807) (← links)
- Wild bootstrapping variance ratio tests (Q1929375) (← links)
- Testing for purchasing power parity correcting for non-normality using the wild bootstrap (Q1934055) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- How do income and the debt position of households propagate fiscal stimulus into consumption? (Q2097978) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Information effects of euro area monetary policy (Q2158681) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- Inference in Bayesian proxy-SVARs (Q2236884) (← links)
- Clustering nonlinear time series with neural network bootstrap forecast distributions (Q2237523) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- The quantitative effects of tax foresight: not all states are equal (Q2338518) (← 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)
- Oil price shocks and the credit default swap market (Q2416305) (← links)
- Simultaneous confidence band for nonparametric fixed effects panel data models (Q2439793) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
