Narrow search
Showing 1 - 10 of 6,689
Cover Image
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Cover Image
Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra - 2012
Persistent link: https://www.econbiz.de/10009573947
Cover Image
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167436
Cover Image
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386989
Cover Image
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Cover Image
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten - In: Journal of financial econometrics 19 (2021) 5, pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Cover Image
Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
Cover Image
Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
Cover Image
Testing of parameter's instability in a balanced panel : an application to real effective exchange rate for SAARC countries
Agiwal, Varun; Kumar, Jitendra; Sharma, Sumit Kumar - 2017
Present paper considers structural break in panel AR(1) model which allows instability in mean, variance and autoregressive coefficient. This model is extension of univariate model proposed by Meligkotsiduo et al. (2004) and review of existing panel data time series model considering break...
Persistent link: https://www.econbiz.de/10011785064
Cover Image
On (bootstrapped) cointegration tests in partial systems
Schreiber, Sven - 2019
As applied cointegration analysis faces the challenge that (a) potentially relevant variables are unobservable and (b … ignored. Recently it has been argued that a nominally significant cointegration outcome using the bootstrapped rank test … Anwendung des Bootstrap-basierten Rangtests (von Cavaliere, Rahbek und Taylor, 2012) in einem bivariaten System Verzerrungen der …
Persistent link: https://www.econbiz.de/10012098817