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~language:"deu"
~language:"eng"
~language:"fin"
~person:"Kim, Jae H."
~person:"Phillips, Peter C. B."
~subject:"Bootstrap approach"
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Kim, Jae H.
Phillips, Peter C. B.
Gonçalves, Sílvia
32
Kleijnen, Jack P. C.
25
Corradi, Valentina
24
Swanson, Norman R.
24
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23
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20
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20
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19
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19
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17
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15
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15
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15
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14
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13
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ECONIS (ZBW)
24
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1
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
Saved in:
2
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Saved in:
3
Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles
;
Darné, Olivier
;
Kim, Jae H.
-
2010
Persistent link: https://www.econbiz.de/10009579698
Saved in:
4
Improved interval estimation of long run response from a dynamic linear model : a highest density region approach
Kim, Jae H.
;
Fraser, Iain M.
;
Hyndman, Rob J.
-
2010
Persistent link: https://www.econbiz.de/10009579699
Saved in:
5
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
Saved in:
6
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
7
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
8
Bias-corrected bootstrap prediction intervals for autoregressive model : new alternatives with applications to tourism forecasting
Kim, Jae H.
;
Song, Haiyang
;
Wong, Kevin
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 655-672
Persistent link: https://www.econbiz.de/10008935428
Saved in:
9
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
10
Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
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