Search Results - "Wild bootstrapping"

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  1. 1
    Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity

    Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity by Su, J., Cheung, Adrian, Roca, E.

    Published 2014
    Subjects: Get full text
  2. 2
    Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics

    Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics by Cavaliere, Giuseppe, Harvey, David I., Leybourne, Stephen J., Robert Taylor, A.M.

    Published 2015
    Subjects: “…Infimum unit root test; multiple trend break; non-stationary volatility; wild bootstrap…”
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  3. 3
    Testing for parameter instability in predictive regression models

    Testing for parameter instability in predictive regression models by Gorgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2018
    Subjects: “…Predictive regression; Persistence; Parameter stability tests; Fixed regressor wild bootstrap; Conditional distribution…”
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  4. 4
    A bootstrap stationarity test for predictive regression invalidity

    A bootstrap stationarity test for predictive regression invalidity by Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2017
    Subjects: “…Predictive regression; Granger causality; persistence; stationarity test; fixed regressor wild bootstrap; conditional distribution…”
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