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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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Theory and Methods - 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/10006606918
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Theory and Methods - On Subsampling Estimators With Unknown Rate of Convergence
Bertail, Patrice; Politis, Dimitris N.; Romano, Joseph P. - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 569-579
Persistent link: https://www.econbiz.de/10006626718
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The Stationary Bootstrap
Politis, Dimitris N.; Romano, Joseph P. - In: Journal of the American Statistical Association : JASA 89 (1994) 428, pp. 1303-1313
Persistent link: https://www.econbiz.de/10006636513
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Theory and Methods - Comment - Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 97 (2002) 458, pp. 463-465
Persistent link: https://www.econbiz.de/10006616707
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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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Theory and Methods - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Kim, Tae-Hwan; White, Halbert - In: Journal of the American Statistical Association : JASA 96 (2001) 454, pp. 697-705
Persistent link: https://www.econbiz.de/10006620162
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An Alternative Definition of Finite-Sample Breakdown Point With Applications to Regression Model Estimators
Sakata, Shinichi; White, Halbert - In: Journal of the American Statistical Association : JASA 90 (1995) 431, pp. 1099-1106
Persistent link: https://www.econbiz.de/10006634045
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Theory and Methods - 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/10007779387