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Three essays on econometrics
Kim, Myungsup - 2005
Persistent link: https://www.econbiz.de/10003905358
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 136 (2007) 2, pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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Finite sample properties of the dependent bootstrap for conditional moment models
Ouysse, Rachida (contributor) - 2007
Persistent link: https://www.econbiz.de/10003419350
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Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003434214
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A bootstrap test for the dynamic performance of DSGE models : an outline and some experiments
Minford, Patrick (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003407959
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Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10008668682
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Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10008697780
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Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo; Belaire-Franch, Jorge; Reverte, … - In: Applied economics letters 17 (2010) 10/12, pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
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Monitoring structural changes in regression with long memory processes
Tsay, Wen-jen - 2009
Persistent link: https://www.econbiz.de/10003929706
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Detrending bootstrap unit root tests
Smeekes, Stephan - 2009
Persistent link: https://www.econbiz.de/10003938598