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Bootstrap testing for fractional integration
Eklund, Bruno; Gredenhoff, Mikael P. - 1997
Persistent link: https://www.econbiz.de/10000971372
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Robust testing for fractional integration using the bootstrap
Eklund, Bruno; Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000978987
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Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000968575
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101