Pages that link to "Item:Q870513"
From MaRDI portal
The following pages link to The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513):
Displaying 5 items.
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
- Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance (Q3178627) (← links)
- Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift (Q3402963) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)