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~language:"deu"
~language:"eng"
~language:"fin"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Bootstrap approach"
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Linton, Oliver
Phillips, Peter C. B.
Gonçalves, Sílvia
32
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ECONIS (ZBW)
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1
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
Saved in:
2
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003860925
Saved in:
3
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
Saved in:
4
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003971853
Saved in:
5
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:
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
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:
9
Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver
;
Maasoumi, Esfandiar
;
Whang, Yoon-jae
- In:
The review of economic studies
72
(
2005
)
3
,
pp. 735-765
Persistent link: https://www.econbiz.de/10002960483
Saved in:
10
Consistent testing for stochastic dominance under general subsampling schemes
Whang, Yoon-jae
;
Maasoumi, Esfandiar
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002585203
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