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Bootstrap inference in time series econometrics
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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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2
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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3
Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert
-
1999
Persistent link: https://www.econbiz.de/10000683469
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4
Bootstrapping and simulation tests of long-term patterns in stock market behavior
Goetzmann, William N.
-
1990
Persistent link: https://www.econbiz.de/10011454189
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5
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 35-64)
.
2003
Persistent link: https://www.econbiz.de/10001932651
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6
Three essays on econometrics
Kim, Myungsup
-
2005
Persistent link: https://www.econbiz.de/10003905358
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7
Uniform inferences in econometrics
Mikusheva, Anna
-
2007
Persistent link: https://www.econbiz.de/10009689094
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8
Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
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9
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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10
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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