Bootstrap Tests in Bivariate VAR Process with Single Structural Change : Power versus Corrected Size and Empirical Illustration
Year of publication: |
2006
|
---|---|
Authors: | Jouini, Jamel |
Institutions: | HAL |
Subject: | Break date | Bootstrap techniques | Graphical methods | Selection procedures |
-
Jouini, Jamel, (2010)
-
Brodetskiy, Gennady L., (2021)
-
On selecting the best ofk lognormal distributions
Gupta, Shanti, (1989)
- More ...
-
On the relationship between world oil prices and GCC stock markets
Arouri, Mohamed El Hedi, (2013)
-
The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis
Essaadi, Essahbi, (2009)
-
The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis
Essaadi, Essahbi, (2004)
- More ...