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Testing a parametric transformation model versus a nonparametric alternative
Szydłowski, Arkadiusz - 2017
Persistent link: https://www.econbiz.de/10011745142
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2017 - Rev. edition
Persistent link: https://www.econbiz.de/10011886419
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Bootstrapping out-of-sample predictability tests with real-time data
Gonçalves, Sílvia; McCracken, Michael W.; Yao, Yongxu - 2023
Persistent link: https://www.econbiz.de/10014456879
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Transmission of business cycle shocks between the US and the euro area
Schneider, Martin; Fenz, Gerhard - 2008
Persistent link: https://www.econbiz.de/10003773540
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Block bootstrap and long memory
Kapetanios, George; Papailias, Fotis - 2011
We consider the issue of Block Bootstrap methods in processes that exhibit strong dependence. The main difficulty is to … distribution of the test statistic under consideration. The bootstrap algorithm we suggest consists of the following operations … the block bootstrap on the above and finally, 4) cumulate the bootstrap sample times. Repetition of steps 3 and 4 for a …
Persistent link: https://www.econbiz.de/10009157629
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Testing for exogeneity in nonlinear threshold models
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
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A bootstrap procedure for panel datasets with many cross-sectional units
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403192