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1
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
Saved in:
2
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Saved in:
3
Finite sample inference for unemployment-inflation tradeoff
Vinod, Hrishikesh D.
- In:
Unemployment : economic, political and social aspects
,
(pp. 41-59)
.
2016
Persistent link: https://www.econbiz.de/10011515879
Saved in:
4
Computing a standard error for the Gini coefficient : an application to credit risk model validation
Frunza, Marius-Cristian
- In:
The journal of risk model validation
7
(
2013
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10009770134
Saved in:
5
Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco
;
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
Saved in:
6
On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi
;
Hamori, Shigeyuki
;
Matsubayashi, Yoichi
- In:
Statistical papers
47
(
2006
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
Saved in:
7
More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
Saved in:
8
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
9
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
10
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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