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Bootstrap algorithms for testing and determining the cointegration rank in VAR models
Swensen, Anders Rygh - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1699-1714
Persistent link: https://www.econbiz.de/10003392390
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Reciprocal upper semicontinuity and better reply secure games : a comment
Bagh, Adib; Jofré, Alejandro - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1715-1721
Persistent link: https://www.econbiz.de/10003394280
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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
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A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 116 (2012) 2, pp. 154-156
Persistent link: https://www.econbiz.de/10009674514
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Testing for breaks in cointegrated panels : with an application to the Feldstein-Horioka puzzle
Di Iorio, Francesca (contributor);  … - 2007
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …
Persistent link: https://www.econbiz.de/10003631558
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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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Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca - 2011
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long-run relationship …
Persistent link: https://www.econbiz.de/10013132162
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Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca - 2011
bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …
Persistent link: https://www.econbiz.de/10013132413