Bootstrap For Random Coefficient Autoregressive Models
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- Alexander Aue & Lajos Horváth & Josef Steinebach, 2006. "Estimation in Random Coefficient Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 61-76, January.
- István Berkes & Lajos Horváth & Shiqing Ling, 2009. "Estimation in nonstationary random coefficient autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 395-416, July.
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Cited by:
- Lorenzo Trapani, 2021.
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- Lorenzo Trapani, 2018. "Testing for strict stationarity in a random coefficient autoregressive model," Discussion Papers 18/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Boukhiar, Souad & Mourid, Tahar, 2022. "Resolvent estimators for functional autoregressive processes with random coefficients," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
- Jentsch, Carsten & Weiß, Christian, 2017. "Bootstrapping INAR models," Working Papers 17-02, University of Mannheim, Department of Economics.
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