The following pages link to Bootstrapping time series models (Q4883731):
Displaying 50 items.
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Multiple forecasts with autoregressive time series models: Case studies. (Q1427758) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- A Gini-based unit root test (Q1659164) (← links)
- Bootstrap point optimal unit root tests (Q1695567) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence (Q1934170) (← links)
- A better way to bootstrap pairs. (Q1960564) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- A model-free test for independence between time series (Q2259974) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
- Bootstrap hypothesis testing in regression models (Q2573259) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstraping time series regressions with integrated process (Q2744935) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
- On the finite-sample accuracy of nonparametric resampling algorithms for economic time series (Q2767969) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086) (← links)
- (Q4305260) (← links)
- A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
- (Q4461337) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrap tests: how many bootstraps? (Q4493473) (← links)
- Estimation and inference in sur models when the number of equations is large (Q4493475) (← links)
- Leverage-adjusted heteroskedastic bootstrap methods (Q4825492) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (Q5123758) (← links)
- Time Series (Q5208638) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
