Pages that link to "Item:Q4364949"
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The following pages link to Unit root bootstrap tests for AR (1) models (Q4364949):
Displaying 36 items.
- Bootstrapping I(1) data (Q736677) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Testing unit roots by bootstrap (Q1395966) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- A Gini-based unit root test (Q1659164) (← links)
- Bootstrap point optimal unit root tests (Q1695567) (← 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)
- A note on bootstrapping unit root tests in the presence of a non-zero drift (Q1853669) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- Testing for unit roots in bounded time series (Q2511785) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors (Q2759339) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- Unit root bootstrap tests under infinite variance (Q2930899) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- (Q3143802) (← links)
- Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors (Q5221513) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)
- Bounded unit root processes with non-stationary volatility (Q6171853) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
