Pages that link to "Item:Q5941113"
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The following pages link to On bootstrap inference in cointegrating regressions (Q5941113):
Displaying 10 items.
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- A panel bootstrap cointegration test (Q1934171) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- (Q2991080) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)