Pages that link to "Item:Q5862480"
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The following pages link to Bootstrap tests for time varying cointegration (Q5862480):
Displaying 9 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- (Q2991080) (← links)
- (Q3080543) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)