Pages that link to "Item:Q5263976"
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The following pages link to Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976):
Displaying 7 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)