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Giersbergen, Noud P. van; Kiviet, Jan F. - 1994

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Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren

Mellows, Meinert - 1999

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A sieve bootstrap test for cointegration in a conditional error correction model

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Bootstrap tests : how many bootstraps?

Davidson, Russell (contributor); … - 2001

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Simulation-based tests for heteroskedasticity in linear regression models : some further results

Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97

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Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms

Trenkler, Carsten (contributor) - 2006

In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen & Lütkepohl (2000b) and Saikkonen, Lütkepohl & Trenkler (2006). The asymptotic properties of the bootstrap test procedures are derived and their...