investigating pairwise convergence of output for $n$ countries, $n(n-1)/2$ tests are performed. We propose to control the false … convergence of per capita output using a time series definition with the necessary condition of no unit root in the log per …

1995 and 2005. For the first time, in the present paper a bootstrap approach for the decomposition of labour productivity … generation of convergence clubs in the evolution of labour productivity. Finally, the empirical evidence offers some basic …

search algorithm computes optimized step length for rapid convergence. This step is performed when consecutive search is … generation model from Fiji Islands and “L-T” letter recognition problems are solved. Bootstrap analysis shows that the algorithm …

possible portfolios constructed from a set of assets. We propose and justify approaches based on simulation and the block … bootstrap to achieve valid inference in a time series setting. The test statistics and the estimators are computed using linear …

This paper examines the performance of prediction intervals based on bootstrap for threshold autoregressive models. We … consider four bootstrap methods to account for the variability of estimates, correct the small-sample bias of autoregressive … coefficients and allow for heterogeneous errors. Simulation shows that (1) accounting for the sampling variability of estimated …

appealing in that no density estimation is required. We believe that this data-based simulation method has substantial potential …

This paper considers four methods for obtaining bootstrap prediction intervals (BPIs) for the self-exciting threshold …-sample biases of the autoregressive parameter estimators improves the small-sample properties of bootstrap prediction intervals … under certain circumstances; and (3) the two-sample bootstrap can improve the long-term forecasts when the error terms are …