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How essential is the continuity of the limit distribution for the success of the bootstrap?
Inoue, Atsushi (contributor); Kilian, Lutz (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704982
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391
Persistent link: https://www.econbiz.de/10001648114
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi; Kilian, Lutz - 2002
Persistent link: https://www.econbiz.de/10001714862
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - 2000
Persistent link: https://www.econbiz.de/10001534206
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The continuity of the limit distribution in the parameter of interests is not essential for the validity of the bootstrap
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10001818921
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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001418901
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The stability of the Japanese banking system : a historical perspective
Yabushita, Shiro - In: Journal of the Japanese and international economies : … 7 (1993) 4, pp. 387-407
Persistent link: https://www.econbiz.de/10001331722