Narrow search
Showing 1 - 6 of 6
Cover Image
Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White
Patton, Andrew J.; Politis, Dimitris N.; White, Halbert - In: Econometric reviews 28 (2009) 4, pp. 372-375
Persistent link: https://www.econbiz.de/10003864027
Cover Image
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - 2012
Persistent link: https://www.econbiz.de/10009554396
Cover Image
On the power of bootstrapped specification tests
Domínguez, Manuel A. - In: Econometric reviews 23 (2004) 3, pp. 215-228
Persistent link: https://www.econbiz.de/10002263068
Cover Image
Testing the martingale difference hypothesis
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 22 (2003) 4, pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
Cover Image
Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
Cover Image
Forecast evaluation with shared data sets
Sullivan, Ryan - 2001
Persistent link: https://www.econbiz.de/10013423660