Reply to comments on bootstrapping time series models
Year of publication: |
1996
|
---|---|
Authors: | Li, Hongyi |
Other Persons: | Maddala, Gangadharrao S. (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 15.1996, 2, p. 191-195
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
-
A reality check for data snooping
White, Halbert, (2000)
-
Recent developments in bootstrapping time series
Berkowitz, Jeremy, (2000)
-
Comment on "Recent developments in bootstrapping time series"
Davidson, Russell, (2000)
- More ...
-
Li, Hongyi, (1999)
-
Bootstrap based tests in financial models
Maddala, Gangadharrao S., (1996)
-
Maddala, Gangadharrao S., (1997)
- More ...