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  • Search: subject:"Fixed regressor wild bootstrap"
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Subject
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Bootstrap approach 2 Bootstrap-Verfahren 2 Conditional distribution 2 Estimation theory 2 Fixed regressor wild bootstrap 2 Forecasting model 2 Persistence 2 Predictive regression 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Statistical test 2 Statistischer Test 2 Causality analysis 1 Estimation 1 Granger causality 1 Kausalanalyse 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Parameter stability tests 1 Schätzung 1 Stationarity test. 1 Time series analysis 1 Zeitreihenanalyse 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Georgiev, Iliyan 2 Harvey, David I. 2 Leybourne, Stephen James 2 Taylor, Robert 2
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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Testing for parameter instability in predictive regression models
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 204 (2018) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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