Pages that link to "Item:Q2759339"

The following pages link to Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors (Q2759339):

Displaying 25 items.

• Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
• Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Linear process bootstrap unit root test (Q1726769) (← links)
• On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Hybrid bootstrap aided unit root testing (Q2512760) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
• Bootstrapping unit root tests for integrated processes (Q4431630) (← links)
• BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
• On regression-based tests for persistence in logarithmic volatility models (Q4935455) (← links)
• Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
• Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (Q5222416) (← links)
• On bootstrap inference in cointegrating regressions (Q5941113) (← links)
• Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)
• Likelihood ratio test for change in persistence (Q6164680) (← links)
• Unit root test combination via random forests (Q6601922) (← links)