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Testing for nonlinear cointegration under heteroskedasticity

Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543

Persistent link: https://www.econbiz.de/10015196620

Inference in dynamic models for panel data using the moving block bootstrap

Higgins, Ayden; Jochmans, Koen - 2025

Persistent link: https://www.econbiz.de/10015271443

Bootstrap consistency for the Mack bootstrap

Steinmetz, Julia; Jentsch, Carsten - In: Insurance : mathematics and economics 115 (2024), pp. 83-121

Persistent link: https://www.econbiz.de/10015066731

Bootstrap inference in cointegrating regressions : traditional and self-normalized test statistics

Reichold, Karsten; Jentsch, Carsten - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 970-983

Persistent link: https://www.econbiz.de/10015053513

Optimal subsampling bootstrap for massive data

Ma, Yingying; Leng, Chenlei; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 174-186

Persistent link: https://www.econbiz.de/10014449880

Financial bootstrapping : a case of women entrepreneurs in context of digital economy

Alhammadi, Saeed; Syed Abidur Rahman - 2025

Women entrepreneurs in the Middle Eastern region, particularly in the United Arab Emirates (UAE), face several challenges (e.g., cultural) coupled with the recent transformation of the digital economy. This issue poses a significant challenge for financing the business operations. Thus, this...

Persistent link: https://www.econbiz.de/10015338292

Bootstrap performance with heteroskedasticity

Davidson, Russell; Monticini, Andrea - 2023

The aim of this paper is to illustrate more than one instance of poor bootstrap performance, and to see how available … important to explain bootstrap discrepancy are illustrated by some Monte Carlo experiments. …

Persistent link: https://www.econbiz.de/10014440959