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1
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
-
2003
Persistent link: https://www.econbiz.de/10001759688
Saved in:
2
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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3
Explaining bootstraps and robustness
Lancaster, Tony
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003644043
Saved in:
4
Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003414120
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5
Computing a standard error for the Gini coefficient : an application to credit risk model validation
Frunza, Marius-Cristian
- In:
The journal of risk model validation
7
(
2013
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10009770134
Saved in:
6
Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco
;
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
Saved in:
7
Finite sample inference for unemployment-inflation tradeoff
Vinod, Hrishikesh D.
- In:
Unemployment : economic, political and social aspects
,
(pp. 41-59)
.
2016
Persistent link: https://www.econbiz.de/10011515879
Saved in:
8
Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656714
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9
On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi
;
Hamori, Shigeyuki
;
Matsubayashi, Yoichi
- In:
Statistical papers
47
(
2006
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
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10
More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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