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Diagnostics for the bootstrap and fast double bootstrap
Davidson, Russell - In: Econometric reviews 36 (2017) 6/9, pp. 1021-1038
Persistent link: https://www.econbiz.de/10011795562
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Detrending bootstrap unit root tests
Smeekes, Stephan - In: Econometric reviews 32 (2013) 8, pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
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Comment on "Recent developments in bootstrapping time series"
Davidson, Russell - In: Econometric reviews 19 (2000) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001455658
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Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu; Guo, Zi-Yi - In: Econometric reviews 37 (2018) 1/5, pp. 360-379
Persistent link: https://www.econbiz.de/10012039266
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An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang - In: Econometric reviews 36 (2017) 6/9, pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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Estimation of partially specified spatial panel data models with fixed-effects
Ai, Chunrong; Zhang, Yuanqing - In: Econometric reviews 36 (2017) 1/3, pp. 6-22
Persistent link: https://www.econbiz.de/10011794552
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Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa; Wilms, Ines - In: Econometric reviews 40 (2021) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261