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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654
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Bootstrap inference in systems of single equation error correction models
Herwartz, Helmut; Neumann, Michael H. - In: Journal of econometrics 128 (2005) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10003002296
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What's really the story with this Balassa-Samuelson effect in the CEECs?
Wagner, Martin (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002603359
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Testing symmetry and homogeneity in the almost ideal demand system with co-integrated data using fully modified estimation and the bootstrap
Tiffin, Richard; Balcombe, Kelvin G. - In: Journal of agricultural economics 56 (2005) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10003121717
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 903-948
Persistent link: https://www.econbiz.de/10002876762
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Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi - In: Statistical papers 41 (2000) 2, pp. 197-210
Persistent link: https://www.econbiz.de/10001497735
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Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas (contributor); Antell, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367377
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Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Seo, Myung Hwan - In: Journal of econometrics 134 (2006) 1, pp. 129-150
Persistent link: https://www.econbiz.de/10003368419
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A model of fractional cointegration, and tests for cointegration using the bootstrap
Davidson, James E. H. - In: Journal of econometrics 110 (2002) 2, pp. 187-212
Persistent link: https://www.econbiz.de/10001703507