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Über die Anwendung von Stichprobenregenerierungsverfahren in den Wirtschaftswissenschaften
Schüte, Michael - 2001
Persistent link: https://www.econbiz.de/10001589915
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - In: Applying Kernel and nonparametric estimation to …, (pp. 77-107). 2000
Persistent link: https://www.econbiz.de/10001548525
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Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert - 1999
Persistent link: https://www.econbiz.de/10000683469
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Three essays on econometrics
Kim, Myungsup - 2005
Persistent link: https://www.econbiz.de/10003905358
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Essays on time series and panel data econometrics
Song, Wonho - 2003
Persistent link: https://www.econbiz.de/10003624595
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Uniform inferences in econometrics
Mikusheva, Anna - 2007
Persistent link: https://www.econbiz.de/10009689094
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Essays on partial identification in econometrics and finance
Galichon, Alfred - 2007
Persistent link: https://www.econbiz.de/10009691355
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A test for strict stationarity
Lima, Luiz Renato; Néri, Breno de Andrade Pinheiro - In: Uncertainty analysis in econometrics with applications …, (pp. 17-30). 2013
Persistent link: https://www.econbiz.de/10009711170
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Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson; Sandberg, Rickard - In: Essays in nonlinear time series econometrics, (pp. 57-89). 2014
Persistent link: https://www.econbiz.de/10010385314
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Consistent testing of functional form in time series models
Davidson, James E. H.; Halunga, Andreea G. - In: Essays in nonlinear time series econometrics, (pp. 28-56). 2014
Persistent link: https://www.econbiz.de/10010385315