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Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes
Corradi, Valentina; Swanson, Norman R. - In: International economic review 48 (2007) 1, pp. 67-110
Persistent link: https://www.econbiz.de/10003446751
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Bootstrap testing in nonlinear models
Davidson, Russell; MacKinnon, James G. - In: International economic review 40 (1999) 2, pp. 487-508
Persistent link: https://www.econbiz.de/10001374343
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Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models
Inoue, Atsushi; Kilian, Lutz - In: International economic review 43 (2002) 2, pp. 309-331
Persistent link: https://www.econbiz.de/10001680467
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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Modeling movements in individual consumption : a time-series analysis of grouped data
Attanasio, Orazio P.; Borella, Margherita - In: International economic review 55 (2014) 4, pp. 959-991
Persistent link: https://www.econbiz.de/10010481190
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A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha - In: International economic review 46 (2005) 3, pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314
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The statistical properties of dimension calculations using small data sets : some economic applications
Ramsey, James B. - In: International economic review 31 (1990) 4, pp. 991-1020
Persistent link: https://www.econbiz.de/10001097428
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.; Peel, David; Sarno, Lucio - In: International economic review 42 (2001) 4, pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
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On optimal instrumental variables estimation of stationary time series models
West, Kenneth D. - In: International economic review 42 (2001) 4, pp. 1043-1050
Persistent link: https://www.econbiz.de/10001624482