Pages that link to "Item:Q5084371"
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The following pages link to Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371):
Displaying 10 items.
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
- Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- Testing explosive bubbles with time-varying volatility (Q5860962) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
