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Rates of convergence for the normal and the bootstrap approximations in nonparametric regression
Cao-Abad, R. - 1989
Persistent link: https://www.econbiz.de/10000771815
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000774583
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000780899
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Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000781771
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Bootstrap testing for small sample cointegration analysis
Pynnönen, Seppo; Vataja, Juuso - 1996
Persistent link: https://www.econbiz.de/10000625385
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Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya; Lazarova, Stephana; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000670030
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Recent developments in bootstrapping time series
Berkowitz, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000952874
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
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Testing a model of the UK by the method of indirect inference
Meenagh, David; Minford, Patrick; Theodoridis, Konstantinos - 2008
Persistent link: https://www.econbiz.de/10003728832
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Bootstrapping a linear estimator of the ARCH parameters
Bose, Arup (contributor); Mukherjee, Kanchan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003732581