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Tapered block bootstrap for unit root testing
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of time series econometrics 7 (2015) 1, pp. 37-67
Persistent link: https://www.econbiz.de/10010510047
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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Consideration of trends in time series
White, Halbert; Granger, Clive W. J. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10010029876
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Consideration of trends in time series
White, Halbert; Granger, C. W. J. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10009623246