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Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
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Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
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An alternative bootstrap for proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Computational economics 62 (2023) 4, pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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On the failure of the bootstrap for matching estimators
Abadie, Alberto; Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1537-1557
Persistent link: https://www.econbiz.de/10003797080
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Bootstrapping realized volatility
Gonçalves, Sílvia; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 283-306
Persistent link: https://www.econbiz.de/10003866987
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Tests of random walk : a comparison of bootstrap approaches
Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Computational economics 34 (2009) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10003894937
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Bootstrap inference in partially identified models defined by moment inequalities : coverage of the identified set
Bugni, Federico A. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 735-753
Persistent link: https://www.econbiz.de/10003989340
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Quantile and probability curves without crossing
Chernozhukov, Victor; Fernández-Val, Iván; Galichon, … - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 3, pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
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Bootstrap algorithms for testing and determining the cointegration rank in VAR models
Swensen, Anders Rygh - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1699-1714
Persistent link: https://www.econbiz.de/10003392390