Pages that link to "Item:Q1371375"
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The following pages link to Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375):
Displaying 24 items.
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Bootstrapping cointegrating regression (Q1327931) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
- Bootstrapping unit root tests for integrated processes (Q4431630) (← links)
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
