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Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
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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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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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Long-run trends in internal migrations in Italy : a study in panel cointegration with dependent units
Fachin, Stefano - In: Journal of applied econometrics 22 (2007) 2, pp. 401-428
Persistent link: https://www.econbiz.de/10003455462
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Finite sample evidence of IV estimators under weak instruments
Flores-Lagunes, Alfonso - In: Journal of applied econometrics 22 (2007) 3, pp. 677-694
Persistent link: https://www.econbiz.de/10003455487
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Forecast evaluation of small nested model sets
Hubrich, Kirstin; West, Kenneth D. - In: Journal of applied econometrics 25 (2010) 4, pp. 574-594
Persistent link: https://www.econbiz.de/10008667474
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Statistical inference for aggregates of Farrell-type efficiencies
Simar, Léopold; Zelenyuk, Valentin - In: Journal of applied econometrics 22 (2007) 7, pp. 1367-1394
Persistent link: https://www.econbiz.de/10003619780
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A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
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Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data
Huang, Chao; Lin, Jin-guan; Ren, Yan-yan - In: Computational economics 39 (2012) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10009513172
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The size and power of bootstrap tests for spatial dependence in a linear regression model
Lin, Kuan-pin; Long, Zhi-he; Ou, Bianling - In: Computational economics 38 (2011) 2, pp. 153-171
Persistent link: https://www.econbiz.de/10009236990