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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814643
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A parametric bootstrap test for cycles
Dalla, Violetta (contributor); Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814628
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654
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Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814674
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Estimating FDI-induced externalities when FDI is endogenous : a comparison between OLS and IV estimates of FDI-induced externalities in Mexico
Jordaan, Jacob A. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002624127
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A method of moments estimator for semiparametric index models
Donkers, Bas (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003048657
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Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002889716
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Two-step cross-validation selection method for partially linear models
Avramidis, Panagiotis (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759016
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Experimental design for time-dependent models with correlated observations
Uciński, Dariusz (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759023
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Distribution theory and simulations for tests of outliers in regression
Atkinson, Anthony C. (contributor); Riani, Marco (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023497