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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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Using the bootstrap to select one of a new class of dimension reduction methods
Ye, Zhishen; Weiss, Robert E. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 968-979
Persistent link: https://www.econbiz.de/10001975428
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Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
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Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
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Sieve bootstrap for fixed-b Phillips-Perron unit root test
Wang, Zhenxin; Wang, Shaoping; Yan, Yayi - In: Computational economics 64 (2024) 6, pp. 3181-3205
Persistent link: https://www.econbiz.de/10015144195
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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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A factor model approach to multiple testing under dependence
Friguet, Chloé; Kloareg, Maela; Causeur, David - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1406-1415
Persistent link: https://www.econbiz.de/10003992966
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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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Bootstrapping Lasso estimators
Chatterjee, Arindam; Lahiri, Soumendra Nath - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 608-625
Persistent link: https://www.econbiz.de/10009267580
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A direct bootstrap method for complex sampling designs from a finite population
Antal, Erika; Tillé, Yves - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 534-543
Persistent link: https://www.econbiz.de/10009267707