Narrow search
Showing 1 - 10 of 761,340
Cover Image
Exchange rates and fundamentals : a bootstrap panel data analysis
Xie, Zixiong; Chen, Shyh-Wei - In: Economic modelling 78 (2019), pp. 209-224
Persistent link: https://www.econbiz.de/10012198935
Cover Image
Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems
Lach, Łukasz - In: Managing global transitions : international research journal 8 (2010) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10009568035
Cover Image
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng; Huang, Shian-Chang; Chiou, Chei-Chang; … - In: Computational economics 60 (2022) 4, pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Cover Image
How stable is the savings-led growth hypothesis in Malaysia? : the bootstrap simulation and recursive causality tests
Tang, Chor Foon - In: Margin: the journal of applied economic research 9 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011338219
Cover Image
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
Cover Image
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F. - 2010
Persistent link: https://www.econbiz.de/10008746090
Cover Image
Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
Cover Image
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Cover Image
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Cover Image
Inference for Impulse Responses Under Model Uncertainty
Lieb, Lenard - 2017
estimating a VAR model in levels - thus ignoring uncertainty regarding the true (unknown) cointegration rank. While it is well … known that using a wrong cointegration rank leads to invalid (bootstrap) inference, we demonstrate that even if the rank is … the treatment of the cointegration rank, and show how formally accounting for rank uncertainty can affect the conclusions …
Persistent link: https://www.econbiz.de/10012960344