Blaskowitz, Oliver; Herwartz, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By … serial correlation robust test procedures and propose a bootstrap approach. By means
of a Monte Carlo study we illustrate the …, forecast evaluation, testing indepen-
dence, contingency tables, bootstrap.
JEL classification: C32, C52, C53, E17, E27, E47, F …