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Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach

Canepa, Alessandra - 2012

Persistent link: https://www.econbiz.de/10009573947

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011 - this version: February 2011

datain that period. To calculate asymptotically valid confidence intervals we use the delta method and two bootstrap variants … Bootstrap-Varianten. Zur Illustration analysieren wir die Unsicherheit der geschätzten Produktionslücken in den USA, in einem …

Persistent link: https://www.econbiz.de/10009530402

Banks, non-bank companies and stock exchange : do we know the relationship

Ghimire, Binam; Gautam, Rishi; Karki, Dipesh; Sharma, … - In: Economics and business review 1 (2015) 4, pp. 25-45

Persistent link: https://www.econbiz.de/10011433411

Granger causality between debt and growth : evidence from OECD countries

Puente-Ajovín, Miguel; Sanso-Navarro, Marcos - In: International review of economics & finance : IREF 35 (2015), pp. 66-77

Persistent link: https://www.econbiz.de/10011333723

Revisiting the FDI-led growth Hypothesis : the case of China

Yalta, A. Yasemin - In: Economic modelling 31 (2013), pp. 335-343

Persistent link: https://www.econbiz.de/10009729084

Bootstrap determination of the co-integration rank in heteroskedastic var models

Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650

Persistent link: https://www.econbiz.de/10010363896

Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates

Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - 2013

In this paper we investigate bootstrap-based methods for bias-correcting the first-stage parameter estimates used in … some recently developed bootstrap implementations of the co-integration rank tests of Johansen (1996). In order to do so we … the corresponding parameter esti- mates taken across a large number of auxiliary bootstrap replications. A number of …

Persistent link: https://www.econbiz.de/10011490238

Untangling the causal relationship between government budget and current account deficits in OECD countries : evidence from bootstrap panel Granger causality

Xie, Zixiong; Chen, Shyh-Wei - In: International review of economics & finance : IREF 31 (2014), pp. 95-104

Persistent link: https://www.econbiz.de/10010490439

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29

Persistent link: https://www.econbiz.de/10011474678

Short- and long-run behaviour of long-term sovereign bond yields

Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993

Persistent link: https://www.econbiz.de/10011294673