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Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
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Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
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Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Pedersen, … - 2018
Persistent link: https://www.econbiz.de/10011948862
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An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - 2020
Persistent link: https://www.econbiz.de/10012319239
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Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Pedersen, … - In: Journal of econometrics 227 (2022) 1, pp. 241-263
Persistent link: https://www.econbiz.de/10013441653