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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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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
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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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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo - In: The econometrics journal 19 (2016) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
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Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - In: The econometrics journal 19 (2016) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
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Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo; Otsu, Taisuke - In: The econometrics journal 15 (2012) 1, pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
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Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves - In: The econometrics journal 7 (2004) 1, pp. 32-54
Persistent link: https://www.econbiz.de/10002121938
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The tapered block bootstrap for general statistics from stationary sequences
Paparoditis, Efstathios; Politis, Dimitris N. - In: The econometrics journal 5 (2002) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10001683696