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ECONIS (ZBW)
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1
How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.
;
Preinerstorfer, David
- In:
Econometric theory
39
(
2023
)
4
,
pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
Saved in:
2
Average density estimators : efficiency and bootstrap consistency
Cattaneo, Matias D.
;
Jansson, Michael
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1140-1174
Persistent link: https://www.econbiz.de/10013539309
Saved in:
3
A wild bootstrap for dependent data
Hounyo, Ulrich
- In:
Econometric theory
39
(
2023
)
2
,
pp. 264-289
Persistent link: https://www.econbiz.de/10014306259
Saved in:
4
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
5
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
6
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
7
Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph
- In:
Econometric theory
36
(
2020
)
4
,
pp. 583-625
Persistent link: https://www.econbiz.de/10012258409
Saved in:
8
A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich
- In:
Econometric theory
35
(
2019
)
2
,
pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
Saved in:
9
The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey
;
Liao, Yuan
- In:
Econometric theory
35
(
2019
)
3
,
pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
Saved in:
10
Testing for homogeneity in mixture models
Gu, Jiaying
;
Koenker, Roger
;
Volgushev, Stanislav
- In:
Econometric theory
34
(
2018
)
4
,
pp. 850-895
Persistent link: https://www.econbiz.de/10011951435
Saved in:
11
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
12
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
13
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
14
Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong
;
Sun, Yixiao
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
Saved in:
15
A parametric bootstrap for heavy-tailed distributions
Cornea-Madeira, Adriana
;
Davidson, Russell
- In:
Econometric theory
31
(
2015
)
3
,
pp. 449-470
Persistent link: https://www.econbiz.de/10011290912
Saved in:
16
The bootstrap in threshold regression
Yu, Ping
- In:
Econometric theory
30
(
2014
)
3
,
pp. 676-714
Persistent link: https://www.econbiz.de/10010500881
Saved in:
17
Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126
Saved in:
18
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella
;
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric theory
29
(
2013
)
3
,
pp. 567-589
Persistent link: https://www.econbiz.de/10009778510
Saved in:
19
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
20
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
21
Specification test for conditional distribution with functional data
Ferraty, Frederic
;
Quintela del Río, Alejandro
;
Vieu, …
- In:
Econometric theory
28
(
2012
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
Saved in:
22
The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
Saved in:
23
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
24
Block bootstrap hac robust tests : the sophistication of naive bootstrap
Gonçalves, Sílvia
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 745-791
Persistent link: https://www.econbiz.de/10009311754
Saved in:
25
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Econometric theory
26
(
2010
)
3
,
pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
Saved in:
26
Asymptotic size and a problem with subsampling and with the m out of n bootstrap
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometric theory
26
(
2010
)
2
,
pp. 426-468
Persistent link: https://www.econbiz.de/10003968604
Saved in:
27
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
- In:
Econometric theory
25
(
2009
)
1
,
pp. 243-269
Persistent link: https://www.econbiz.de/10003816228
Saved in:
28
Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1663-1697
Persistent link: https://www.econbiz.de/10003771891
Saved in:
29
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
Saved in:
30
Formalized data snooping based on generalized error rates
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
- In:
Econometric theory
24
(
2008
)
2
,
pp. 404-447
Persistent link: https://www.econbiz.de/10003894203
Saved in:
31
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
32
A nonparametric bootstrap test of conditional distributions
Fan, Yanqin
;
Li, Qi
;
Min, Insik
- In:
Econometric theory
22
(
2006
)
4
,
pp. 587-613
Persistent link: https://www.econbiz.de/10003351873
Saved in:
33
A test for comparing multiple misspecified conditional interval models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Econometric theory
21
(
2005
)
5
,
pp. 991-1016
Persistent link: https://www.econbiz.de/10003101953
Saved in:
34
Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang
;
Huet, Sylvie
;
Mammen, Enno
; …
- In:
Econometric theory
20
(
2004
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
Saved in:
35
A note on the power of bootstrap unit root tests
Swensen, Anders Rygh
- In:
Econometric theory
19
(
2003
)
1
,
pp. 32-48
Persistent link: https://www.econbiz.de/10001728172
Saved in:
36
The continuity of the limit distribution in the parameter of interests is not essential for the validity of the bootstrap
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric theory
19
(
2003
)
6
,
pp. 944-961
Persistent link: https://www.econbiz.de/10001818921
Saved in:
37
The bootstrap of the mean for dependent heterogenous arrays
Gonçalves, Sílvia
;
White, Halbert
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1367-1384
Persistent link: https://www.econbiz.de/10001716908
Saved in:
38
On the jackknife-after-bootstrap method for dependent data and its consistency properties
Lahiri, S. N.
- In:
Econometric theory
18
(
2002
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10001652616
Saved in:
39
An invariance principle for sieve bootstrap in time series
Park, Joon Y.
- In:
Econometric theory
18
(
2002
)
2
,
pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
Saved in:
40
On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometric theory
18
(
2002
)
4
,
pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
Saved in:
41
The size distortion of bootstrap tests
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
Saved in:
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