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Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li - In: The econometrics journal 11 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
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Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich; Veliyev, Bezirgen - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E. - In: The econometrics journal 8 (2005) 3, pp. 323-351
Persistent link: https://www.econbiz.de/10003209129
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Testing for constant correlation of filtered series under structural change
Demetrescu, Matei; Wied, Dominik - In: The econometrics journal 22 (2019) 1, pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
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Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: The econometrics journal 18 (2015) 3, pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
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Inflation, exchange rates and PPP in a multivariate panel cointegration model
Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - In: The econometrics journal 11 (2008) 1, pp. 58-79
Persistent link: https://www.econbiz.de/10003648613
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A bootstrap approach to moment selection
Inoue, Atsushi - In: The econometrics journal 9 (2006) 1, pp. 48-75
Persistent link: https://www.econbiz.de/10003320194
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
Andrews, Donald W. K.; Han, Sukjin - In: The econometrics journal 12 (2009), pp. 172-199
Persistent link: https://www.econbiz.de/10003876455