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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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Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
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Robust monetary policy in a model of the polish economy : is the uncertainty responsible for the interest rate smoothing effect?
Górajski, Mariusz - In: Computational economics 52 (2018) 2, pp. 313-340
Persistent link: https://www.econbiz.de/10012052950
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Monetary transmission channels in DSGE models : decomposition of impulse response functions approach
Labus, Miroljub; Labus, Milica - In: Computational economics 53 (2019) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10012134534
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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 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
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Bootstraps for meta-analysis with an application to the impact of climate change
Tol, Richard S. J. - In: Computational economics 46 (2015) 2, pp. 287-303
Persistent link: https://www.econbiz.de/10011478479
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A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo; Montanari, Angela - In: Computational economics 59 (2022) 3, pp. 935-966
Persistent link: https://www.econbiz.de/10013169203