on stable index κ. Then a residual-based subsampling is proposed to approximate the null distribution when stable index κ …

subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes … results show that our tests are indeed more powerful than the existing subsampling and recentered bootstrap. …

we derive the limit theory for this class of estimators. We find that subsampling is highly advantageous for estimators … subsampling is impotent, in the sense that subsampling has no effect on the asymptotic distribution. Perhaps surprisingly, for the … efficient smooth kernels, such as the Parzen kernel, we show that subsampling is harmful as it increases the asymptotic variance …

In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration … relations in large multivariate systems. The subsampling technique is applied to overcome the difficulty of nonstandard … contribution in this paper is twofold: theoretically this paper shows that the subsampling testing procedure is consistent and …

In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration … relations in large multivariate systems. The subsampling technique is applied to overcome the difficulty of nonstandard … contribution in this paper is twofold: theoretically this paper shows that the subsampling testing procedure is consistent and has …

observed in intervals, and method of moments where the criterion function is minimized on a set. A subsampling procedure that …

This paper studies subsampling hypothesis tests for panel data that are possibly nonstationary, and cross …. Cross-sectional correlation is allowed for both regressors and error terms. Two types of subsampling, non-centered and … limiting distributions. For the non-centered subsampling, the result is shown in the mode of almost sure convergence and …