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Bootstrap and asymptotic tests of long-run relationships in cointegrated systems
Fachin, Stefano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 543-551
Persistent link: https://www.econbiz.de/10001522154
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On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
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Determinants and dynamics of current account reversals : an empirical analysis
Liesenfeld, Roman; Moura, Guilherme Valle; Richard, … - In: Oxford bulletin of economics and statistics 72 (2010) 4, pp. 486-517
Persistent link: https://www.econbiz.de/10003983873
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A bootstrap method for identifying and evaluating a structural vector autoregression
Demiralp, Selva; Hoover, Kevin D.; Perez, Stephen J. - In: Oxford bulletin of economics and statistics 70 (2008) 4, pp. 509-533
Persistent link: https://www.econbiz.de/10003738670
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Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco; Godfrey, L. G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
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The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
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On critical values of tests against a change in persistence
Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710
Persistent link: https://www.econbiz.de/10003759122
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 621-632
Persistent link: https://www.econbiz.de/10003465517