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Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.; Redondo, Paolo Victor T. - In: Computational economics 63 (2024) 2, pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
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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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Bootstrap inference of level relationships in the presence of serially correlated errors : a large scale simulation study and an application in energy demand
Yalta, A. Talha - In: Computational economics 48 (2016) 2, pp. 339-366
Persistent link: https://www.econbiz.de/10011646786
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Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
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The electricity consumption and economic growth nexus in China : a bootstrap seemingly unrelated regression estimator approach
Wang, Jianlin; Zhao, Jiajia; Li, Hongzhou - In: Computational economics 52 (2018) 4, pp. 1195-1211
Persistent link: https://www.econbiz.de/10012053341
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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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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
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Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
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A classical MCMC approach to the estimation of limited dependent variable models of time series
Monokroussos, George - In: Computational economics 42 (2013) 1, pp. 71-105
Persistent link: https://www.econbiz.de/10009750436