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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten - In: Journal of financial econometrics 19 (2021) 5, pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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Energy consumption and gross domestic product in the Philippines : an application of maximum entropy bootstrap framework
Barroga, Kenneth; Tan-Cruz, Agustina - In: International journal of computational economics and … 8 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011990354
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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950
Persistent link: https://www.econbiz.de/10011907050
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000774583
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000780899
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328
Persistent link: https://www.econbiz.de/10003782984