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person:"Gredenhoff, Mikael P."
~isPartOf:"Bootstrap inference in time series econometrics"
~person:"Dahlmann, Matz"
~person:"Nielsen, Morten Ørregaard"
~person:"Robinson, Peter M."
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Search: subject_exact:"Estimation theory"
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Gredenhoff, Mikael P.
Dahlmann, Matz
Nielsen, Morten Ørregaard
Robinson, Peter M.
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Bootstrap inference in time series econometrics
Journal of econometrics
23
Queen's Economics Department working paper
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Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
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2
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
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3
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
4
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
5
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
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