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Bootstrap and asymptotic tests of long-run relationships in cointegrated systems
Fachin, Stefano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 543-551
Persistent link: https://www.econbiz.de/10001522154
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Recent developments in bootstrapping time series
Berkowitz, Jeremy; Kilian, Lutz - In: Econometric reviews 19 (2000) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10001455651
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina (contributor);  … - 2003 - [Elektronische Ressource], Rev
in the theory of the bootstrap, Kolmogorov type testing, and other work on the evaluation of DSGEs, aimed at comparing …
Persistent link: https://www.econbiz.de/10001848913
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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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Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia (contributor); Kilian, Lutz (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Horváth, Lajos; Kokoszka, Piotr; Tessière, Gilles - 2003
Persistent link: https://www.econbiz.de/10001790731
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia; Kilian, Lutz - In: Journal of econometrics 123 (2004) 1, pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
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Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
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Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942