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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - 2003
Persistent link: https://www.econbiz.de/10001759688
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Explaining bootstraps and robustness
Lancaster, Tony (contributor) - 2007
Persistent link: https://www.econbiz.de/10003644043
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003656714
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003414120
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Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010416823
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Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010418994
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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - 2004
Persistent link: https://www.econbiz.de/10002093996
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Model instability and choice of observation window
Pesaran, M. Hashem; Timmermann, Allan - 1999
Persistent link: https://www.econbiz.de/10001412208
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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
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Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
Uematsu, Yoshimasa - 2011
Persistent link: https://www.econbiz.de/10009423493